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

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Deciding between I(1) and I(0)
scientific article

    Statements

    title
    Deciding between I(1) and I(0) (English)
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    author
    James H. Stock
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    publication date
    18 June 1995
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    zbMATH Keywords
    unit roots
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    integration
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    model selection
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    stochastic component
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    time series
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    detrending
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    linear detrending
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    piecewise-linear detrending
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    Bayes ratios
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    cites work
    Q4082864
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    Q5799101
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    Q3721531
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    Q3911791
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    Q4015741
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62F15
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    zbMATH DE Number
    706585
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    OpenAlex ID
    W2136319976
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