On the importance of the first observation in GLS detrending in unit root testing
Joakim Westerlund
| Year of publication: |
2015
|
|---|---|
| Authors: | Westerlund, Joakim |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 77.2015, 1, p. 152-161
|
| Subject: | Einheitswurzeltest | Unit root test | Kleinste-Quadrate-Methode | Least squares method | Theorie | Theory |
| 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/10011373616