SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Deciding between I(1) and I(0) · Study

ArticleShelves

ArticleDeciding between I(1) and I(0)

James H. Stock1994

Article1994

Deciding between I(1) and I(0)

40 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Statistical Methods and Bayesian Inference Diverse Scientific and Economic Studies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 40 citations exist upstream.

References

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 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1968Fractional Brownian Motions, Fractional Noises and Applications 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1996Efficient Tests for an Autoregressive Unit Root 1982Trends and random walks in macroeconmic time series

Cited by

2011Dynamic modeling of regional house price diffusion in Taiwan 1999DECIDING BETWEEN I(0) AND I(1) VIA FLIL-BASED BOUNDS 1998Pfriodograms of unit root time series: distributions and tests 2007MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY 2009When is a Time‐Series I(0)?*2020Testing for strict stationarity in a random coefficient autoregressive model

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1994Chapter 46 Unit roots, structural breaks and trendschapter · 23 shared references 1996Time-Series-Based Econometricsbook · 17 shared references 2000The uncertain trend in U.S. GDParticle · 14 shared references 1996Structural change and unit rootsarticle · 13 shared references 2007Unit Root Testingchapter · 13 shared references 2003GLS detrending, efficient unit root tests and structural changearticle · 11 shared references

Details

Year1994

Typearticle

Published1994-07-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations40

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/0304-4076(93)01562-z

openalex_workW2136319976

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2014Bayesian model selection for unit root testing with multiple structural breaks