Further application of Narayan and Liu (2015) unit root model for trending time series
Afees A. Salisu, Adegoke I. Adeleke
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Salisu, Afees A. ; Adeleke, Adegoke Ibrahim |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 55.2016, p. 305-314
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| Subject: | Trend | Structural break | Conditional heteroscedasticity | Unit root | Bond yield | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Strukturbruch | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.02.026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011642699