GLS detrending, efficient unit root tests and structural change
Pierre Perron; Gabriel RodrÃguez
| Year of publication: |
2003
|
|---|---|
| Authors: | Perron, Pierre ; Rodriguez, Gabriel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 115.2003, 1, p. 1-27
|
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
| 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/10001758132