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source:"econis"
subject:"Estimation"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"CAPM"
~subject:"Time series analysis"
~type_genre:"Reprint"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Determining the order of differencing in autoregressive processes
Dickey, David A.
;
Pantula, Sastry G.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 18-24
Persistent link: https://www.econbiz.de/10001639870
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Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
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