Fractional integration, trend stationarity and difference stationarity : evidence from some UK macroeconomic time series
Year of publication: |
1996
|
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Authors: | Chambers, Marcus J. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 50.1996, 1, p. 19-24
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Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Schätzung | Estimation | Großbritannien | United Kingdom |
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