MULTIPLE TIME-SERIES REGRESSION WITH INTEGRATED PROCESSES

[1] BASAWA IV, 1983, ASYMPTOTIC OPTIMAL I

[2] Billingsley P, 1968, CONVERGENCE PROBABIL

[3] Box G.E.P., 1976, TIME SERIES ANAL

[4] BRILLINGER DR, 1968, ECONOMETRICA, V35, P131

[5] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072

[6] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[7] Doan T., 1984, ECONOMET REV, V3, P1, DOI DOI 10.1080/07474938408800053

[8] DOMOWITZ I, 1985, CANADIAN J EC, V19, P1

[9] DOMOWITZ I, 1985, INFERENCE EXPLOSIVE

[10] TESTING FOR UNIT ROOTS .2. [J]. ECONOMETRICA, 1984, 52 (05) : 1241 - 1269

[1] BASAWA IV, 1983, ASYMPTOTIC OPTIMAL I

[2] Billingsley P, 1968, CONVERGENCE PROBABIL

[3] Box G.E.P., 1976, TIME SERIES ANAL

[4] BRILLINGER DR, 1968, ECONOMETRICA, V35, P131

[5] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072

[6] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[7] Doan T., 1984, ECONOMET REV, V3, P1, DOI DOI 10.1080/07474938408800053

[8] DOMOWITZ I, 1985, CANADIAN J EC, V19, P1

[9] DOMOWITZ I, 1985, INFERENCE EXPLOSIVE

[10] TESTING FOR UNIT ROOTS .2. [J]. ECONOMETRICA, 1984, 52 (05) : 1241 - 1269