Testing the stationarity of economic time series: further Monte Carlo evidence

DOI10.1016/0035-5054(95)90019-5zbMath0833.90030OpenAlexW1978069122MaRDI QIDQ4846718

Giuseppe Schlitzer

Publication date: 4 September 1995

Published in: Ricerche Economiche (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0035-5054(95)90019-5

zbMATH Keywords

Monte Carlo simulationunit-rootstationarity of economic time series

Mathematics Subject Classification ID

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

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