A small sample correction of the Dickey-Fuller test
Søren Johansen
| Year of publication: |
2004
|
|---|---|
| Authors: | Johansen, Søren |
| Published in: |
New directions in macromodelling. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-51633-6. - 2004, p. 49-68
|
| Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002717320