IV and GMM inference in endogenous stochastic unit root models
Offer Lieberman, Peter C.B. Phillips
| Year of publication: |
October 2018
|
|---|---|
| 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
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| Subject: | Einheitswurzeltest | Unit root test | Momentenmethode | Method of moments | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466617000330 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011951461