Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis
Year of publication: |
2014-11-17
|
---|---|
Authors: | Malik, Muhammad Irfan ; Rehman, Atiq-ur- |
Type of publication: | Book / Working Paper |
---|---|
Language: | English |
Notes: | Malik, Muhammad Irfan and Rehman, Atiq-ur- (2014): Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis. |
Classification: | C01 - Econometrics ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C63 - Computational Techniques |
Source: | BASE |
-
A new method of robust linear regression analysis: some monte carlo experiments
Mishra, SK, (2008)
-
Ledenyov, Dimitri O., (2014)
-
Ledenyov, Dimitri O., (2014)
- More ...
-
The modified R a robust measure of association for time series
Rehman, Atiq-ur-, (2014)
-
The Modi ed R a Robust Measure of Association for Time Series
Rehman, Atiq-ur-, (2014)
-
Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis
Malik, Muhammad Irfan, (2014)
- More ...