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

    497 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