Unit root tests for time series with level shifts : a comparison of different proposals
Year of publication: |
2002
|
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Authors: | Lanne, Markku ; Lütkepohl, Helmut |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 75.2002, 1, p. 109-114
|
Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Vergleich | Comparison | Theorie | Theory |
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