Nelson–Plosser revisited: The ACF approach

Journal of Econometrics 2013 / 7 Vol. 175; Iss. 1

Nelson–Plosser revisited: The ACF approach

Abadir, Karim M., Caggiano, Giovanni, Talmain, Gabriel
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Volume:
175
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2013.02.006
Date:
July, 2013
File:
PDF, 1.44 MB
english, 2013
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