Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Pierre Perron
| Year of publication: |
2003
|
|---|---|
| Authors: | Perron, Pierre |
| Other Persons: | Andreou, Elena (contributor) ; Spanos, Aris (contributor) |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 22.2003, 3, p. 239-245
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| Subject: | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Einheitswurzeltest | Unit root test | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |