Smoothing local-to-moderate unit root theory
Year of publication: |
2010
|
---|---|
Authors: | Phillips, Peter C. B. ; Magdalinos, Tassos ; Giraitis, Liudas |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 158.2010, 2, p. 274-279
|
Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis |
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