Bandwidth selection, prewhitening, and the power of the Phillips-Perron test
Yin-Wong Cheung ; Kon S. Lai
| Year of publication: |
1997
|
|---|---|
| Authors: | Cheung, Yin-Wong |
| Other Persons: | Lai, Kon S. (contributor) |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 13.1997, 5, p. 679-691
|
| Subject: | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001232218