Testing of unit root and other nonstationary hypotheses in macroeconomic time series

DOI10.1016/S0304-4076(97)00038-9zbMath0945.62122MaRDI QIDQ1371371

Luis A. Gil-Alana, Peter M. Robinson

Publication date: 12 October 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

fractional integrationnonstationaritymacroeconomic time series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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