The Impossibility Of Consistent Discrimination Between I(0) And I(1) Processes
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 24 (2008)
Issue (Month): 03 (June)
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- Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor, 2011. "The Impact of Persistent Cycles on Zero Frequency Unit Root Tests," Working Papers w201124, Banco de Portugal, Economics and Research Department.
- Ivan Canay & Andres Santos & Azeem Shaikh, 2012. "On the testability of identification in some nonparametric models with endogeneity," CeMMAP working papers CWP18/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Vanessa Berenguer Rico & Jesus Gonzalo, 2011. "Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes," Economics Working Papers we1115, Universidad Carlos III, Departamento de Economía.
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