Work

Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series

Year: 2003

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.371980

Author: Ulrich K. Müller

Institution: Princeton University

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2139984339

Cites: 36

Cited by: 20

Related to: 10