IV and GMM inference in endogenous stochastic unit root models
Year of publication: |
October 2018
|
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Authors: | Lieberman, Offer ; Phillips, Peter C. B. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 34.2018, 5, p. 1065-1100
|
Subject: | Momentenmethode | Method of moments | Theorie | Theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
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