Algebra of integrated time series : evidence from unit root analysis
Hari S. Luitel, Gerry J. Mahar
| Year of publication: |
May 2016
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|---|---|
| Authors: | Luitel, Hari S. ; Mahar, Gerry J. |
| Published in: |
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society. - Dordrecht [u.a.] : Springer, ISSN 1083-0898, ZDB-ID 1383843-X. - Vol. 22.2016, 2, p. 199-209
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| Subject: | Cointegration analysis | Unit root | Time series | Econometric modeling | Economic policy | Policy analysis | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11294-016-9577-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011718384