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Weighted Dickey–Fuller processes for detecting stationarity · Study

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ArticleWeighted Dickey–Fuller processes for detecting stationarity

Ansgar Steland2007

Article2007

Weighted Dickey–Fuller processes for detecting stationarity

16 citations·0/0 files stored·Journal of Statistical Planning and Inference

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Advanced Statistical Process Monitoring Monetary Policy and Economic Impact Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1987Time Series Regression with a Unit Root 1981Some properties of time series data and their use in econometric model specification 1986Unit roots, structural breaks and trends

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Details

Year2007

Typearticle

Published2007-04-30

VenueJournal of Statistical Planning and Inference

ISSN-L0378-3758

Languageen

Citations16

Files0 public / 0

ShelfAdvanced Statistical Process Monitoring

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doi10.1016/j.jspi.2007.04.018

openalex_workW2025501308

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