Fractional integration, trend stationarity and difference stationarity
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Publication:672762
DOI10.1016/0165-1765(95)00721-0zbMath0900.90184OpenAlexW2092312706MaRDI QIDQ672762
Publication date: 28 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(95)00721-0
Related Items (1)
Cites Work
- Efficient parameter estimation for self-similar processes
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- Fractional differencing
- Time Series Regression with a Unit Root
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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