Tests for the order of integration against higher order integration
Year of publication: |
2003
|
---|---|
Authors: | Shin, Dong ; Oh, Man-Suk |
Published in: |
Statistical Papers. - Springer. - Vol. 44.2003, 3, p. 383-396
|
Publisher: |
Springer |
Subject: | Double unit roots | integration order | locally best invariant test |
-
Money and prices: An I(2) analysis for the euro area
Holtemöller, Oliver, (2002)
-
Testing for near I(2) trends when the signal to noise ratio is small
Juselius, Katarina, (2014)
-
Testing for near I(2) trends when the signal-to-noise ratio is small
Juselius, Katarina, (2014)
- More ...
-
Shin, Dong, (2002)
-
Universities and Entrepreneurship in Asia: The Case of Nano
Betz, Frederick, (2014)
-
Unit root tests for panel MTAR model with cross-sectionally dependent error
Shin, Dong, (2008)
- More ...