Robust inference for near-unit root processes with time-varying error variances
Matei Demetrescu and Christoph Hanck
| Year of publication: |
2016
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|---|---|
| Authors: | Demetrescu, Matei ; Hanck, Christoph |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 5/7, p. 751-781
|
| Subject: | (Near-)Integrated process | Nonlinear instrument | Normality | Time-varying variance | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2014.976525 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011589896