Semiparametric tests for double unit roots based on symmetric estimators
Year of publication: |
1999
|
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Authors: | Shin, Dong-wan |
Other Persons: | Kim, Hyun Jung (contributor) |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 17.1999, 1, p. 67-73
|
Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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