Deciding between I(1) and I(0)
type: Item
instance of: scholarly article
title: Deciding between I(1) and I(0)
zbMATH Open document ID: 0814.62080
DOI: 10.1016/0304-4076(93)01562-Z
author: James H. Stock
published in: Journal of Econometrics
publication date: 1995-06-18T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 706585
zbMATH Keywords: unit roots
zbMATH Keywords: integration
zbMATH Keywords: model selection
zbMATH Keywords: stochastic component
zbMATH Keywords: time series
zbMATH Keywords: detrending
zbMATH Keywords: linear detrending
zbMATH Keywords: piecewise-linear detrending
zbMATH Keywords: Bayes ratios
MaRDI profile type: Publication
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full work available at URL: 0304-4076(93)01562-z
OpenAlex ID: W2136319976
description: scientific article; zbMATH DE number 706585