Integration Versus Trend Stationary in Time Series
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Publication:4006272
DOI10.2307/2951602zbMath0744.62151OpenAlexW2008551120MaRDI QIDQ4006272
Charles H. Whiteman, John C. Nankervis, David N. DeJong, N. E. Savin
Publication date: 26 September 1992
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2951602
time serieslinear trendfirst-order autoregressive processmacroeconomic time seriesfinite sample powersi.i.d. normal innovationsintegration teststrend-stationarity tests
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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