No unit root conditions for bivariate series when a component univariate series has a unit root

DOI10.1016/0165-1765(87)90086-3zbMath1328.91251OpenAlexW1995467213MaRDI QIDQ900040

Masanao Aoki

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(87)90086-3

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Are Output Fluctuations Transitory?
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: No unit root conditions for bivariate series when a component univariate series has a unit root