Mixed causal-noncausal autoregressions: bimodality issues in estimation and unit root testing

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Authors and Corporations:

Bec, Frédérique (Author), Bohn Nielsen, Heino (Author), Sai͏̈di, Sarra (Author)

Other Authors:

Bohn Nielsen, Heino [Author] • Sai͏̈di, Sarra [Author]

Type of Resource:

E-Book

Language:

English

published:

[Palaiseau] Center for Research in Economics and Statistics [2019]

Series:

Subjects:

Mixed autoregression

non-causal autoregression

maximum likelihood estimation

unit root test

Brent crude oil price

Graue Literatur

Source:

Verbunddaten SWB
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Parent items:
Centre de recherche en économie et statistique: Série des documents de travail