Discriminating between nonstationary and nearly nonstationary time series models: A simulation study (Q1195390): Difference between revisions

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Property / author: Jan G. De Gooijer / rank
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Latest revision as of 14:37, 16 May 2024

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Discriminating between nonstationary and nearly nonstationary time series models: A simulation study
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    Discriminating between nonstationary and nearly nonstationary time series models: A simulation study (English)
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    26 October 1992
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    cross-over phenomenon
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    serial correlation distributional properties
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    nonstationary time series models
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    nearly nonstationary approximations
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    Box-Jenkins identification
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    tests for unit roots
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