ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS
Year of publication: |
2002
|
---|---|
Authors: | Breitung, J rg ; Trenkler, Carsten |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 18.2002, 06, p. 1336-1349
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
Similar items by person
-
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
Breitung, J rg, (2008)
-
ON PHILLIPS PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS
Breitung, J rg, (1998)
-
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
Hassler, Uwe, (2006)
- More ...