TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN.
Year of publication: |
1989
|
---|---|
Authors: | PERRON, P. |
Institutions: | Econometrics Research Program, Department of Economics |
Subject: | tests | convergence | evaluation | econometrics |
-
LEFEVRE, F., (1990)
-
PRESCOTT, D., (1989)
-
Generalized Predictive Tests and Structural Change Analysis in Econometrics.
Dufour, J.M., (1992)
- More ...
-
THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS.
PERRON, P., (1990)
-
PERRON, P., (1988)
-
THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS.
PERRON, P., (1990)
- More ...