Testing the null of stationarity for multiple time series-Reference-Cited by-同舟云学术

Testing the null of stationarity for multiple time series

Published:1999-01 Issue:1 Volume:88 Page:41-77
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Choi In,Chul Ahn Byung

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference36 articles.

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4. An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator;Andrews;Econometrica,1992

5. Arellano, C., Pantula, S.G., 1990. Trend stationarity versus difference stationarity. Proceedings of the American Statistical Association. Business and Economics Section, pp. 188–196.

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