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1 Ergebnisse
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How useful are tests for unit-root in distinguishing unit-r..:
Choi, Chi-Young
;
Moh, Young-Kyu
The Econometrics Journal. 10 (2007) 1 - p. 82-112 , 2007
Link:
https://www.jstor.org/stable/23116680
RT Journal T1
How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes?
UL https://suche.suub.uni-bremen.de/peid=jstor-23116680&Exemplar=1&LAN=DE A1 Choi, Chi-Young A1 Moh, Young-Kyu PB Royal Economic Society; Blackwell Publishers Limited YR 2007 SN 1368-4221 SN 1368-423X K1 Philosophy K1 Logic K1 Logical topics K1 Formal logic K1 Mathematical logic K1 Denotational semantics K1 Mathematical linearity K1 Nonlinearity K1 Mathematics K1 Applied mathematics K1 Statistics K1 Applied statistics K1 Statistical models K1 Parametric models K1 Economics K1 Economic disciplines K1 Applied economics K1 Economic modeling K1 Economic models K1 Descriptive statistics K1 Measures of variability K1 Sample size K1 Financial economics K1 Finance K1 Interest K1 Interest rates K1 Real interest rates K1 Applied sciences K1 Research methods K1 Modeling K1 Information science K1 Data products K1 Datasets K1 Time series K1 Epistemology K1 Empiricism K1 Empirical evidence K1 Applied philosophy K1 Philosophy of science K1 Scientific method K1 Hypothesis testing K1 Null hypothesis JF The Econometrics Journal VO 10 IS 1 SP 82 OP 112 LK http://dx.doi.org/https://www.jstor.org/stable/23116680 DO https://www.jstor.org/stable/23116680 SF ELIB - SuUB Bremen
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