✦ LIBER ✦

Structural change and unit root econometrics

✍ Scribed by Lucrezia Reichlin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bayesian skepticism on unit root econome

✍ Christopher A. Sims 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 863 KB

RESTRICTED STRUCTURAL CHANGE AND THE UNI

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

GLS detrending, efficient unit root test

✍ Pierre Perron; Gabriel Rodrı́guez 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 278 KB

Modern Econometric Analysis || Unit Root

✍ Hübler, Olaf; Frohn, Jachim 📂 Article 📅 2006 🏛 Springer Berlin Heidelberg ⚖ 856 KB

The econometrics of structural change: A

✍ Dale J. Poirier 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 615 KB

Trading days, seasonal unit root, and va

✍ Carlos Henrique Motta Coelho; Moyses Tenenblat 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 457 KB