Simple unit root testing in generally trending data with an application to precious metal prices in Asia


Autoria(s): Westerlund, Joakim
Data(s)

01/10/2013

Identificador

http://hdl.handle.net/10536/DRO/DU:30057283

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