Threshold autoregressions for strongly autocorrelated time series
Markku Lanne; Pentti Saikkonen
| Year of publication: |
2002
|
|---|---|
| Authors: | Lanne, Markku ; Saikkonen, Pentti |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 20.2002, 2, p. 282-289
|
| Subject: | Einheitswurzeltest | Unit root test | Euromarkt | Euromarkets | Staatspapier | Government securities | Theorie | Theory | Autokorrelation | Autocorrelation |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001660384