Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
Hyejin Lee; Ming Meng; Junsoo Lee
| Year of publication: |
2012
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|---|---|
| Authors: | Lee, Hyejin ; Meng, Ming ; Lee, Junsoo |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 117.2012, 1, p. 214-216
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| Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | IV-Schätzung | Instrumental variables |
| 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/10009697821