INTEGRATION VERSUS TREND STATIONARITY IN TIME-SERIES

[1] [Anonymous], DISTRIBUTED LAGS PRO

[2] ON THE THEORY OF TESTING FOR UNIT ROOTS IN OBSERVED TIME-SERIES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (03) : 369 - 384

[3] Davies RB., 1980, J ROYAL STAT SOC SER, VVol. 29, P323

[4] DEJONG DN, 1989, 8827 U IOWA DEP EC W

[5] Dickey D. A., 1984, P BUSINESS EC STATIS, P489

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

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

[8] DICKEY DA, 1976, THESIS IOWA SATE U

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

[10] TESTING FOR UNIT ROOTS .1. [J]. ECONOMETRICA, 1981, 49 (03) : 753 - 779

[1] [Anonymous], DISTRIBUTED LAGS PRO

[2] ON THE THEORY OF TESTING FOR UNIT ROOTS IN OBSERVED TIME-SERIES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (03) : 369 - 384

[3] Davies RB., 1980, J ROYAL STAT SOC SER, VVol. 29, P323

[4] DEJONG DN, 1989, 8827 U IOWA DEP EC W

[5] Dickey D. A., 1984, P BUSINESS EC STATIS, P489

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

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

[8] DICKEY DA, 1976, THESIS IOWA SATE U

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

[10] TESTING FOR UNIT ROOTS .1. [J]. ECONOMETRICA, 1981, 49 (03) : 753 - 779