Breaking deterministics, test size and the efficient Wald test for fractional unit roots
P. S. Sephton
| Year of publication: |
2012
|
|---|---|
| Authors: | Sephton, Peter S. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 1/3, p. 83-85
|
| Subject: | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test | 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/10009412684