Simple unit root testing in generally trending data with an application to precious metal prices in Asia
Data(s) |
01/10/2013
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Identificador | |
Idioma(s) |
eng |
Publicador |
Elsevier |
Relação |
http://dro.deakin.edu.au/eserv/DU:30057283/westerlund-simpleunitroot-2013.pdf http://dro.deakin.edu.au/eserv/DU:30057283/westerlund-simpleunitroot-evid-2013.pdf http://dx.doi.org/10.1016/j.asieco.2013.04.004 |
Direitos |
2013, Elsevier |
Palavras-Chave | #unit root test #deterministic trend #recursive detrending |
Tipo |
Journal Article |