Efficiency gains from quasi-differencing under nonstationarity
Peter C. B. Phillips and Chin Chin Lee
| Year of publication: |
1996
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Lee, Chin Chin |
| Published in: |
Time series analysis : in memory of E. J. Hannan ; 2. - New York [u.a.] : Springer, ISBN 0-387-94787-6. - 1996, p. 300-314
|
| Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Multivariate Analyse | Multivariate analysis | Einheitswurzeltest | Unit root test | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Athens Conference on Applies Probability and Time series. - 2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001589738