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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- Castro, Tomás del Barrio & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2013.
"The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests,"
Cambridge University Press, vol. 29(06), pages 1289-1313, December.
- 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.
- Ivan A. Canay & Andres Santos & Azeem M. Shaikh, 2013. "On the Testability of Identification in Some Nonparametric Models With Endogeneity," Econometrica, Econometric Society, vol. 81(6), pages 2535-2559, November.
- 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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