A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models

Gary Koop and Mark Steel

Working Papers from Tilburg - Center for Economic Research

Keywords: time series; econometrics; economic models (search for similar items in EconPapers)
Pages: 28 pages
Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (1)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models (1994)
Working Paper: A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models (1993)
Working Paper: A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models (1991)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:tilbur:9150

Access Statistics for this paper

More papers in Working Papers from Tilburg - Center for Economic Research TILBURG UNIVERSITY, CENTER FOR ECONOMIC RESEARCH, 5000 LE TILBURG THE NETHERLANDS.. Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().