Higher-order sample autocorrelations and the unit root hypothesis

This file is part of IDEAS, which uses RePEc data

Higher-order sample autocorrelations and the unit root hypothesis

Author Info

Bierens, Herman J.

Additional information is available for the following registered author(s):

Herman J. Bierens

Abstract

No abstract is available for this item.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 57 (1993)
Issue (Month): 1-3 ()
Pages: 137-160
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:econom:v:57:y:1993:i:1-3:p:137-160

Contact details of provider:
Web page: http://www.elsevier.com/locate/jeconom

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research
Keywords:

Other versions of this item:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997. "Seasonal Time Series and Autocorrelation Function Estimation," CIRANO Working Papers 97s-35, CIRANO. [Downloadable!]
Other versions:
- Lee, Hahn Shik & Ghysels, Eric & Bell, William R, 2002. "Seasonal Time Series and Autocorrelation Function Estimation," Manchester School, University of Manchester, vol. 70(5), pages 651-65, September. [Downloadable!] (restricted)
Bierens, H., 1995. "Nonparametric cointegration analysis," Discussion Paper 123, Tilburg University, Center for Economic Research. [Downloadable!]
Other versions:
- Bierens, Herman J., 1997. "Nonparametric cointegration analysis," Journal of Econometrics, Elsevier, vol. 77(2), pages 379-404, April. [Downloadable!] (restricted)
Bierens, H.J., 1996. "Nonparametric nonlinear cotrending analysis, with an application to interest and inflation in the U.S," Discussion Paper 62, Tilburg University, Center for Economic Research. [Downloadable!]
Roberto Ricciuti, 2004. "Punishment and Counter-punishment in Public Goods Games: Can we still govern ourselves?," Royal Holloway, University of London: Discussion Papers in Economics 04/06, Department of Economics, Royal Holloway University of London, revised Apr 2004. [Downloadable!]
Maghyereh, A. & Al-Zoubi, H., 2006. "Does Fisher Effect Apply in Developing Countries: Evidence From a Nonlinear Cotrending Test applied to Argentina, Brazil, Malysia, Mexico, Korea and Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2). [Downloadable!] (restricted)
Panayiotis P. Athanasoglou & Ioanna C. Bardaka, 2008. "Price and Non - Price Competitiveness of Exports of Manufactures," Working Papers 69, Bank of Greece. [Downloadable!]
Roberto Ricciuti, 2004. "Nonlinearity in testing for fiscal sustainability," Money Macro and Finance (MMF) Research Group Conference 2003 80, Money Macro and Finance Research Group. [Downloadable!]

Statistics

Access and download statistics

Did you know? IDEAS also indexes software components.

This page was last updated on 2009-12-9.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.