Narrow search
Showing 1 - 3 of 3
Cover Image
Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?
Kwiatkowski, D.; Phillips, P.C.B.; Schmidt, P. - Economics Department, Michigan State University - 1990
Persistent link: https://www.econbiz.de/10005781225
Cover Image
Testing forUnit Root in the Presence of Deterministic Trends.
Schmidt, P.; Phillips, P.C.B. - Economics Department, Michigan State University - 1990
Persistent link: https://www.econbiz.de/10005781228
Cover Image
A Generalized Method of Moments Estimator for Long-Memory Processes.
Tieslau, M.A.; Schmidt, P.; Baillie, R.T. - Economics Department, Michigan State University - 1992
Persistent link: https://www.econbiz.de/10005671948