A simple panel-CADF text for unit roots
Mauro Costantini, Claudio Lupi
| Year of publication: |
2011
|
|---|---|
| Authors: | Costantini, Mauro ; Lupi, Claudio |
| Publisher: |
Wien : Inst. für Höhere Studien (IHS) |
| Subject: | Panel | Panel study | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Welt | World | Ökonometrie | Panelanalyse |
| Extent: | 46 S. graph. Darst. 30 cm |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 261 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | CADF = covariate-augmented Dickey Fuller test Literaturverz. S. 41 - 44 Adresse d. Verl.: 1060 Wien, Stumpergasse 56 |
| Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data ; F31 - Foreign Exchange |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008902988