Statistical Adequacy and the Testing of Trend Versus Difference Stationarity
Author:
Affiliation:
1. a Department of Economics , University of Cyprus , Kallipoleos Avenue, P.O. Box 20537, Nicosia , CY‐1678 , Cyprus
2. b Department of Economics , Virginia Polytechnic Institute and State University , Blacksburg , Virginia , USA
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1081/ETC-120023897
Reference49 articles.
1. Topics in Advanced Econometrics
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4. A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
5. Boswijk , P. 2000. “Testing for a unit root with near‐integrated volatility”. University of Amsterdam. working paper
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