1. Size distortions of tests of the null hypothesis of stationarity
Title | Size distortions of tests of the null hypothesis of stationarity : evidence and implications for applied work |
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Author info | Mehmet Caner and Lutz Kilian |
Author | Caner Mehmet |
Co-authors | Kilian Lutz |
Issue data | Bonn : Zentrum für Europäische Integrationsforschung , 1999. - 29 s. |
Edition | Working paper , B 12 |
ISSN | 1436-6053 |
Document kind | working papers |
Language | English |
Country of Edition | Germany |
systematics | 519.86 - Teória ekonomicko-matematických modelov |
Keywords | hypotézy * simulácia * modely ekonomicko-matematické * metóda Monte Carlo |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 776654 |