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

From MaRDI portal
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
    0 references
    0 references
    0 references
    0 references
    0 references