Trend-stationarity, difference-stationarity, or neither: Further diagnostic tests with an application to U.S. Real GNP, 1875-1993

Journal of Economics and Business

Volumn 53, Issue 1, 2001, Pages 85-102

  Newbold, Paul ^a   Leybourne, Stephen ^a   Wohar, Mark E ^b  

^a UNIVERSITY OF NOTTINGHAM   (United Kingdom)

^b UNIVERSITY OF NEBRASKA AT OMAHA   (United States)

Author keywords

Difference stationary; Trend stationary; Unit root

Indexed keywords

EID: 0011223586     PISSN: 00129933     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0148-6195(00)00035-7     Document Type: Article

References (6)

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