Effect of a shift in the trend function on Dickey-Fuller unit root tests
Antonio Montañés ; Marcelo Reyes
| Year of publication: |
1998
|
|---|---|
| Authors: | Montañés, Antonio |
| Other Persons: | Reyes García, Marcelo (contributor) |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 14.1998, 3, p. 355-363
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001245313