Unit root testing
| Year of publication: |
2006
|
|---|---|
| Authors: | Wolters, Jürgen ; Hassler, Uwe |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 90.2006, 1, p. 43-58
|
| Publisher: |
Springer |
| Subject: | Dickey-Fuller | size and power | deterministic components | structural breaks |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Classification: | C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005598093