Deciding between I(1) and I(0) (Q1341206)
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scientific article; zbMATH DE number 706585
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deciding between I(1) and I(0) |
scientific article; zbMATH DE number 706585 |
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Deciding between I(1) and I(0) (English)
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18 June 1995
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unit roots
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integration
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model selection
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stochastic component
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time series
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detrending
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linear detrending
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piecewise-linear detrending
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Bayes ratios
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