Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
Year of publication: |
2012
|
---|---|
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
|
Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | IV-Schätzung | Instrumental variables |
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