Unit root testing using covariates : some theory and evidence
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 |
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