✦ LIBER ✦

Time Series, Unit Roots, and Cointegrationby Phoebus Dhrymes

✍ Scribed by Review by: Sung K. Ahn

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Unit roots and seasonal unit roots in ma

✍ Hahn Shik Lee; Pierre L. Siklos 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 416 KB

Mean shifts, unit roots and forecasting

✍ Richard Paap; Philip Hans Franses; Henk Hoek 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 810 KB

Time series with unit roots and infinite

✍ S.T. Rachev; S. Mittnik; J.-R. Kim 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 256 KB

Testing for Unit Roots in Monthly Time S

✍ A. M. Robert Taylor 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 319 KB

Testing for unit roots in bounded time s

✍ Cavaliere, Giuseppe; Xu, Fang 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 502 KB

Testing for Unit Roots in Seasonal Time

✍ Dickey, D. A.; Hasza, D. P.; Fuller, W. A. 📂 Article 📅 1984 🏛 American Statistical Association 🌐 English ⚖ 832 KB