Deciding between I(1) and I(0) (Q1341206)

From MaRDI portal
Revision as of 14:22, 31 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Deciding between I(1) and I(0)
scientific article

    Statements

    Deciding between I(1) and I(0) (English)
    0 references
    0 references
    18 June 1995
    0 references
    0 references
    0 references
    0 references
    0 references
    unit roots
    0 references
    integration
    0 references
    model selection
    0 references
    stochastic component
    0 references
    time series
    0 references
    detrending
    0 references
    linear detrending
    0 references
    piecewise-linear detrending
    0 references
    Bayes ratios
    0 references