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Higher-order sample autocorrelations and the unit root hypothesis

✍ Scribed by Herman J. Bierens

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVAR

✍ Oliver D. Anderson; Zhao-Guo Chen 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 485 KB

THE ASYMPTOTIC PROPERTIES OF THE SAMPLE

✍ V. A. Samaranayake; David P. Hasza 📂 Article 📅 1987 🏛 John Wiley and Sons 🌐 English ⚖ 608 KB

Detecting Seasonal Unit Roots: an Approa

✍ A. M. Robert Taylor; Stephen J. Leybourne 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 240 KB

Markov level shifts and the unit-root hy

✍ Zacharias Psaradakis 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 121 KB

RESTRICTED STRUCTURAL CHANGE AND THE UNI

✍ DAVID H PAPELL; RUXANDRA PRODAN 📂 Article 📅 2007 🏛 Oxford University Press 🌐 English ⚖ 229 KB

Testing the unit root hypothesis using g

✍ Giuseppe Cavaliere 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 584 KB