Unit root tests in the presence of innovational outliers
Year of publication: |
2002
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Authors: | Lanne, Markku ; Lütkepohl, Helmut ; Saikkonen, Pentti |
Published in: |
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]. - Dordrecht [u.a.] : Kluwer Academic Publishers, ISBN 1-4020-7334-8. - 2002, p. 151-167
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Subject: | Outlier | Einheitswurzeltest | Unit root test | Theorie | Theory |
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