Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
David I. Harvey
| Year of publication: |
2011
|
|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 30.2011, 5, p. 514-547
|
| Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Rohstoffpreis | Commodity price | Großbritannien | United Kingdom | 1900-2003 |
| 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/10009130228