Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures
Ming Meng; Hyejin Lee; Myeong Hyeon Cho; Junsoo Lee
| Year of publication: |
2013
|
|---|---|
| Authors: | Meng, Ming ; Lee, Hyejin ; Cho, Myeong-hyeon ; Lee, Junsoo |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 120.2013, 2, p. 195-199
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| Subject: | Initial condition | Recursive demeaning | Recursive detrending | Unit root tests | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10010127774