Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests
Alan King
| Year of publication: |
March 2022
|
|---|---|
| Authors: | King, Alan |
| Publisher: |
[Dunedin, New Zealand] : [Department of Economics, University of Otago] |
| Subject: | unit root test | critical values | structural breaks | flexible Fourier form | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
|---|---|
| Series: | Economics discussion papers. - Dunedin : [Verlag nicht ermittelbar], ISSN 1178-2293, ZDB-ID 2402175-1. - Vol. no. 2201 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013279220