Sign tests for unit root and change in persistence
Marilena Furno
| Year of publication: |
2014
|
|---|---|
| Authors: | Furno, Marilena |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 4.2014, 3/4, p. 269-287
|
| Subject: | stationarity | unit root | robust procedure | L1-norm | change in persistence | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| 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/10010496424