Gaussian inference in AR(1) time series with or without a unit root
Peter C. B. Phillips; Chirok Han
| Year of publication: |
2008
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Han, Chirok |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 3, p. 631-650
|
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Induktive Statistik | Statistical inference | Statistische Verteilung | Statistical distribution |
| 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://ebvufind01.dmz1.zbw.eu/10003894277