Travail de recherche/Working paper
Titre: |
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Auteur: | Hallin, Marc; van den Akker, Ramon; Werker, Bas |
Statut de publication: | Publié, 2009 |
series: | ECARES Working papers, 2009_001 |
Sujet CREF: | Economie |
Sujet JEL: | Hypothesis Testing |
Single Equation Models; Single Variables: Time-Series Models | |
Volumes/pages: | 23 p. |
Mots-clés: | Dickey-Fuller test |
Local Asymptotic Normality | |
Langue: | Anglais |
Identificateurs: | RePEc:eca:wpaper:2009_001 |