Mixed Causal–Noncausal Autoregressions : Bimodality Issues in Estimation and Unit Root Testing1
| Year of publication: |
2020
|
|---|---|
| Authors: | Bec, Frédérique ; Nielsen, Heino Bohn ; Saïdi, Sarra |
| Published in: |
Oxford Bulletin of Economics and Statistics. - Wiley, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 82.2020, 6 (09.07.), p. 1413-1428
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/obes.12372 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012283288