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A Note on the Selection of Time Series Models
Ng, Serena; Perron, Pierre - In: Oxford bulletin of economics and statistics 67 (2005) 1, pp. 115
Persistent link: https://www.econbiz.de/10006422890
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A note on the selection of time series models
Ng, Serena; Perron, Pierre - In: Oxford bulletin of economics and statistics 67 (2005) 1, pp. 115-134
Persistent link: https://www.econbiz.de/10002569956
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Testing for flexible nonlinear trends with an integrated or stationary noise component
Perron, Pierre; Shintani, Mototsugu; Tomoyoshi, Yabu - In: Oxford bulletin of economics and statistics 79 (2017) 5, pp. 822-850
Persistent link: https://www.econbiz.de/10011772104