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

A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models. / Koop, G.; Steel, M.F.J.

Unknown Publisher, 1991. (CentER Discussion Paper; Vol. 1991-50).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models

AU - Koop, G.

AU - Steel, M.F.J.

N1 - Pagination: 28

PY - 1991

Y1 - 1991

KW - Time Series

KW - Unit Root

M3 - Discussion paper

VL - 1991-50

T3 - CentER Discussion Paper

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

PB - Unknown Publisher

ER -

Koop G, Steel MFJ. A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models. Unknown Publisher. 1991. (CentER Discussion Paper).