Distribution theory for the studentized mean for long, short, and negative memory time series

Tucker McElroy; Dimitris N. Politis

Year of publication:	2013
Authors:	McElroy, Tucker ; Politis, Dimitris N.
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 1, p. 60-76
Subject:	Kernel \| Lag-windows \| Overdifferencing \| Spectral estmation \| Subsampling \| Tapers \| Unit-root problem \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Einheitswurzeltest \| Unit root test

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