The impact of persistent cycles on zero frequency unit root tests
Tomás del Barrio Castro; Paulo M. M. Rodrigues; A. M. Robert Taylor
| Year of publication: |
2013
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|---|---|
| Authors: | Barrio Castro, Tomás del ; Rodrigues, Paulo M. M. ; Taylor, Robert |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 6, p. 1289-1313
|
| Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation |
| 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://ebvufind01.dmz1.zbw.eu/10010343724