GLS-based unit root tests for bounded processes
Josep Lluís Carrion-i-Silvestre; María Dolores Gadea
| Year of publication: |
2013
|
|---|---|
| Authors: | Carrion i Silvestre, Josep Lluís ; Gadea, María Dolores |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 120.2013, 2, p. 184-187
|
| Subject: | Unit root | Bounded process | Quasi-GLS-detrending | Einheitswurzeltest | Unit root test | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| 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/10010127794