Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 3)
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Publication:4414348
DOI10.1081/ETC-120023906zbMath1184.62212MaRDI QIDQ4414348
Publication date: 24 July 2003
Published in: Econometric Reviews (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Uses Software
Cites Work
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- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
- Dynamic Econometrics
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- Computer automation of general-to-specific model selection procedures
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