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pro vyhledávání: '"Jouni Sohkanen"'
Publikováno v:
Research Handbook on Private Enforcement of Competition Law in the EU ISBN: 9781800377523
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bfad1782bc58dfef5f9e938377a85752
https://doi.org/10.4337/9781800377523.00008
https://doi.org/10.4337/9781800377523.00008
Autor:
Bent Nielsen, Jouni Sohkanen
Publikováno v:
Econometric Theory. 27:913-927
We generalize the cumulative sum of squares (CUSQ) test to the case of nonstationary autoregressive distributed lag models with deterministic time trends. The test may be implemented with either ordinary least squares residuals or standardized foreca