When is a time-series I(0)?

zbMATH Open1378.62063MaRDI QIDQ4593687FDOQ4593687

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Publication date: 22 November 2017

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zbMATH Keywords

econometricscointegrationinferential techniquesintegrated time-series modelling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited In (5)

• Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity
• Long memory, fractional integration, and cross-sectional aggregation
• Deciding between I(1) and I(0)
• Title not available (Why is that?)
• Summability of stochastic processes -- a generalization of integration for non-linear processes

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