A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models

G. Koop, M.F.J. Steel

Research output: Working paperDiscussion paperOther research output

366 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Number of pages28
Volume1991-50
Publication statusPublished - 1991

Publication series

NameCentER Discussion Paper
Volume1991-50

Keywords

  • Time Series
  • Unit Root

Cite this

Koop, G., & Steel, M. F. J. (1991). A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models. (CentER Discussion Paper; Vol. 1991-50). Unknown Publisher.