The spurious effects of unit roots on vector autoregressions : a Monte Carlo study
Lee E. Ohanian
| Year of publication: |
1988
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|---|---|
| Authors: | Ohanian, Lee E. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 39.1988, 3, p. 251-266
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| Subject: | Statistik | Korrelation und Regression | Mathematik | Matrizenrechnung und Vektorrechnung | Monte-Carlo-Simulation | Monte Carlo simulation | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003643757