A unit root model for trending time-series energy variables
Paresh Kumar Narayan, Ruipeng Liu
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Narayan, Paresh Kumar ; Liu, Ruipeng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 50.2015, p. 391-402
|
| Subject: | Trend | Unit root | Structural break | GARCH | Energy price | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Strukturbruch | Energiepreis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2014.11.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011564140