Limit theory for moderate deviations from a unit root
Peter C. B. Phillips, Tassos Magdalinos
| Year of publication: |
2007
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|---|---|
| Authors: | Phillips, Peter C. B. ; Magdalinos, Tassos |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 136.2007, 1, p. 115-130
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| Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation |
| 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://www.econbiz.de/10003401647