The stationarity of consumption-income ratios: evidence from minimum LM unit root testing
From MaRDI portal
Publication:1928657
DOI10.1016/j.econlet.2005.05.010zbMath1254.91648MaRDI QIDQ1928657
Publication date: 3 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2005.05.010
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
91B82: Statistical methods; economic indices and measures
62M07: Non-Markovian processes: hypothesis testing
Cites Work