Unit root and cointegrating limit theory when initialization is in the infinite past
Peter C. B. Phillips and Tassos Magdalinos
| Year of publication: |
2009
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|---|---|
| Authors: | Phillips, Peter C. B. ; Magdalinos, Tassos |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 6, p. 1682-1715
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| Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Modellierung | Scientific modelling | Theorie | Theory |
| 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://www.econbiz.de/10003904436