Scale of variance, unit of data and the power of unit root tests under structural changes : a strategy for analysing Nelson-Plosser data
Meng-shiuh Chang and Teng-yuan Hu
| Year of publication: |
2005
|
|---|---|
| Authors: | Chang, Meng-shiuh ; Hu, Teng-yuan |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 13.2006, 1, p. 51-56
|
| Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation 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/10003273865