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

Gary Koop and Mark Steel

No 1991-50, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Time Series; Unit Root (search for similar items in EconPapers)
Date: 1991
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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)
Working Paper: A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models (1991)
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