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Time Series with Roots on or Near the Unit Circle · Study

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ChapterTime Series with Roots on or Near the Unit Circle

Ngai Hang Chan2009

Chapter2009

Time Series with Roots on or Near the Unit Circle

22 citations·0/0 files stored·Springer eBooks

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Monetary Policy and Economic Impact Time Series Analysis and Forecasting Diverse Scientific and Economic Studies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1987Towards a Unified Asymptotic Theory for Autoregression 1988Variable Trends in Economic Time Series 1991Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations 1986Unit Roots in Time Series Models: Tests and Implications

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2007Unit Root Testingchapter · 7 shared references 1995The long-run gains from international equity diversification: Australian evidence from cointegration testsarticle · 6 shared references 2008Improving Size and Power in the Unit Root Testingpreprint · 6 shared references 1995Testing the stationarity of economic time series: further Monte Carlo evidencearticle · 6 shared references 2003Asymptotic inference in time series regressions with a unit root and infinite variance errorsarticle · 6 shared references 1990COINTEGRATION AND UNIT ROOTSarticle · 5 shared references

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Year2009

Typechapter

Published2009-01-01

VenueSpringer eBooks

Languageen

Citations22

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/978-3-540-71297-8_30

openalex_workW106865772

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