Unit root testing using covariates : some theory and evidence
Guglielmo Maria Caporale; Nikitas Pittis
| Year of publication: |
1997
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas |
| Publisher: |
London : Centre for Economic Forecasting |
| Subject: | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Konjunkturtheorie | Business cycle theory |
| Extent: | 31 S |
|---|---|
| Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 20-97 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000632892