Fractional integration, trend stationarity and difference stationarity: Evidence from some U.K. macroeconomic time series

Economics Letters

Volumn 50, Issue 1, 1996, Pages 19-24

  Chambers, Marcus J ^a  

^a UNIVERSITY OF ESSEX   (United Kingdom)

Author keywords

Difference stationarity; Fractional ARIMA model; Frequency domain; Trend stationarity

Indexed keywords

EID: 0030305871     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1765(95)00721-0     Document Type: Article

References (10)

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