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The impossiblity of consistent discrimination between I(0) and I(1) processes
Müller, Ulrich K.
- In:
Econometric theory
24
(
2008
)
3
,
pp. 616-630
Persistent link: https://www.econbiz.de/10003894273
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COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
Müller, Ulrich K.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 643-648
Persistent link: https://www.econbiz.de/10008257722
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THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES
MÜller, Ulrich K.
- In:
Econometric theory
24
(
2008
)
3
,
pp. 616-630
Persistent link: https://www.econbiz.de/10007992761
Saved in:
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Testing for Cointegration When Some of the Cointegrating Vectors Are Prespecified
Horvath, Michael T.K.
;
Watson, Mark W.
- In:
Econometric theory
11
(
1995
)
5
,
pp. 984-1014
Persistent link: https://www.econbiz.de/10007009741
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