Modified stationarity tests with data-dependent model-selection rules

Journal of Business and Economic Statistics

Volumn 17, Issue 2, 1999, Pages 264-270

  Leybourne, S J ^a   HcCabe, B P M ^b  

^a UNIVERSITY OF NOTTINGHAM   (United Kingdom)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Moving average model; Stationarity test; Unit root

Indexed keywords

EID: 0033446621     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1999.10524816     Document Type: Article

References (16)

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