Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
by Denis Kwiatkowski, Peter C. B. Phillips and Peter Schmidt
| Year of publication: |
1991
|
|---|---|
| Authors: | Kwiatkowski, Denis E. ; Phillips, Peter C. B. ; Schmidt, Peter |
| Publisher: |
New Haven, Conn. |
| Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| Extent: | 23 S. |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 979 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000828125