Size distortions of tests of the null hypothesis of stationarity evidence and implications for applied work

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Bibliographic Details
Main Author: Caner, Mehmet
Other Authors: Kilian, Lutz
Format: Book
Language:English
Published: Bonn Zentrum für Europäische Integrationsforschung 1999
Series:Working paper B 12
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022 |a 1436-6053 
041 0 |a eng 
044 |a DE 
245 1 0 |a Size distortions of tests of the null hypothesis of stationarity  |b evidence and implications for applied work  |c Mehmet Caner and Lutz Kilian 
264 1 |a Bonn  |b Zentrum für Europäische Integrationsforschung  |c 1999 
300 |a 29 s. 
490 1 |a Working paper  |v B 12 
830 0 |a Working paper  |v B 12 
610 2 0 |a hypotézy 
610 2 0 |a simulácia 
610 2 0 |a modely ekonomicko-matematické 
610 2 0 |a metóda Monte Carlo 
100 1 |a Caner, Mehmet 
700 1 |a Kilian, Lutz