Discriminating between nonstationary and nearly nonstationary time series models: A simulation study (Q1195390)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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