Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
George Kapetanios and Yongcheol Shin
| Year of publication: |
2011
|
|---|---|
| Authors: | Kapetanios, George ; Shin, Yongcheol |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 30.2011, 6, p. 620-645
|
| Subject: | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Einheitswurzeltest | Unit root test | Realzins | Real interest rate | Yen | Kaufkraftparität | Purchasing power parity | Theorie | Theory | Welt | World |
| 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/10009269801