The Robustness of Trend Stationarity: An Illustration with the Extended Nelson–Plosser Dataset

DOI10.1081/ETC-120024075zbMath1184.62207MaRDI QIDQ4414349

Jan M. Podivinsky, Maozu Lu

Publication date: 24 July 2003

Published in: Econometric Reviews (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

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Cites Work

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• Forecasting Economic Time Series
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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