An optimal test against a random walk component in a non-orthogonal unobserved components model
Ralph W. Bailey and A. M. Robert Taylor
| Year of publication: |
2002
|
|---|---|
| Authors: | Bailey, Ralph W. ; Taylor, Robert |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 5.2002, 2, p. 520-532
|
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Random Walk | Random walk |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The econometrics journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001713335