Unit root testing using covariates : some theory and evidence
Guglielmo Maria Caporale and Nikitas Pittis
| Year of publication: |
1999
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 61.1999, 4, p. 583-595
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| Subject: | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Oxford bulletin of economics and statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001437434