Inconsistency of a unit root test against stochastic unit root processes
Daisuke Nagakura
| Year of publication: |
2009
|
|---|---|
| Authors: | Nagakura, Daisuke |
| Publisher: |
Tokyo |
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory |
| Extent: | 10 S. |
|---|---|
| Series: | IMES discussion paper series. - Tokyo : Inst., ZDB-ID 1480668-X. - Vol. 2009,23 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003895464