Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference30 articles.
1. and (1994), ‘Bayesian model selection in partially non-stationary vector autoregression processes with reduced rank structure’, Mimeo, Yale University.
2. Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes
3. Trends versus Random Walks in Time Series Analysis
4. , and (1992), ‘Efficient tests for an autoregressive unit root’, NBER Technical Working Paper No. 130.
5. Spurious regressions in econometrics
Cited by
11 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献