Signal Extraction Efficient Estimation, βUnit Root'-Tests and Early Detection of Turning Points

Bibliographic Details
Main Author:	Wildi, Marc
Format:	Electronic Kit Book
Language:	English
Published:	Berlin, Heidelberg Springer-Verlag Berlin Heidelberg 2005
Series:	Lecture Notes in Economics and Mathematical Systems 547
Subjects:	Mathematical statistics Econometrics Economics Economics > Statistics Statistics Economic Theory Statistics for Business/Economics/Mathematical Finance/Insurance
Online Access:	http://dx.doi.org/10.1007/b138291

Signal Extraction Efficient Estimation, βUnit Root'-Tests and Early Detection of Turning Points