Statistical Adequacy and the Testing of Trend Versus Difference Stationarity

DOI10.1081/ETC-120023897zbMath1184.62202MaRDI QIDQ4414344

Aris Spanos, Elena Andreou

Publication date: 24 July 2003

Published in: Econometric Reviews (Search for Journal in Brave)

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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