GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural
Year of publication: |
2012
|
---|---|
Authors: | Perron, Pierre ; Rodríguez, Gabriel |
Published in: |
Revista Economía. - Departamento de Economía. - Vol. 35.2012, 69, p. 174-203
|
Publisher: |
Departamento de Economía |
Subject: | integrated process | quasi-differencing | change-point | truncation lag | information criteria |
-
Phillips, Peter C.B., (1998)
-
Quineche, Ricardo, (2017)
-
GLS Detrending, Efficient Unit Root Tests and Structural Change
PERRON, Pierre, (1998)
- More ...
-
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre, (2016)
-
GLS detrending, efficient unit root tests and structural change
Perron, Pierre, (2003)
-
Perron, Pierre, (2012)
- More ...