Statistical adequacy and the testing of trend versus difference stationarity
Elena Andreou and Aris Spanos
| Year of publication: |
2003
|
|---|---|
| Authors: | Andreou, Elena ; Spanos, Aris |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 22.2003, 3, p. 217-237
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| Subject: | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Einheitswurzeltest | Unit root test | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
| 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/10001786916