The Phillips unit root tests for polynomials of integrated processes revisited
Oliver Stypka, Martin Wagner
| Year of publication: |
2019
|
|---|---|
| Authors: | Stypka, Oliver ; Wagner, Martin |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 176.2019, p. 109-113
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| Subject: | Integrated process | Phillips unit root tests | Polynomial transformation | Einheitswurzeltest | Unit root test | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Phillips-Kurve | Phillips curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.12.033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012121247