Limit theory for moderate deviations from a unit root under weak dependence
Peter C. B. Phillips and Tassos Magdalinos
| Year of publication: |
2007
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Magdalinos, Tassos |
| Published in: |
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis. - Cambridge, Mass.[u.a.] : Cambridge Univ. Press, ISBN 0-521-87053-4. - 2007, p. 123-162
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| Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Theorie | Theory | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003461842