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Size distortions of tests of the null hypothesis of stationarity

  1. Title Size distortions of tests of the null hypothesis of stationarity : evidence and implications for applied work
    Author infoMehmet Caner and Lutz Kilian
    Author Caner Mehmet
    Co-authors Kilian Lutz
    Issue dataBonn : Zentrum für Europäische Integrationsforschung , 1999. - 29 s.
    Edition Working paper , B 12
    ISSN1436-6053
    Document kindworking papers
    LanguageEnglish
    Country of EditionGermany
    systematics 519.86 - Teória ekonomicko-matematických modelov
    Keywords hypotézy * simulácia * modely ekonomicko-matematické * metóda Monte Carlo
    DatabaseBOOKS
    Copy count1, currently available 1, at library only 0
    Call number776654

    Call numberLocationSublocationInfo
    776654SEKSklad knižničného fonduavailaible

Number of the records: 1  

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