The local to unity dynamic Tobit model
Anna Bykhovskaya, James A. Duffy
| Year of publication: |
2024
|
|---|---|
| Authors: | Bykhovskaya, Anna ; Duffy, James A. |
| Subject: | Dynamic tobit | Local unit root | Non-negative time series | Unit root test | Einheitswurzeltest | Zeitreihenanalyse | Time series analysis | Tobit-Modell | Tobit model | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105764 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075188