Guide pratique des series non-stationnaires.

The purpose of this paper is to present traditional and more recent procedures for estimation and testing of systems that contain non-stationary variables. The aim throughout is not to prove asymptotic results, but rather to weigh the pros and cons of using each method according to the circumstances. This text attempts to show that more recent methods may be more convenient and/or robust than earlier procedures.

MoreLess

Year of publication:	1999
Authors:	Salanie, B.
Subject:	MATHEMATICAL ANALYSIS \| STATISTICAL ANALYSIS

Check Google Scholar |

More access options

In German libraries (KVK)

I need help

More details

Type of publication:	Book / Working Paper
Notes:	38 pages
Classification:	C40 - Econometric and Statistical Methods: Special Topics. General ; C60 - Mathematical Methods and Programming. General ; C00 - Mathematical and Quantitative Methods. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005641056