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Some generalizations on the algebra of I(1) processes

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Author Info
Ermini, Luigi
Granger, Clive W. J.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 58 (1993)
Issue (Month): 3 (August)
Pages: 369-384
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Handle: RePEc:eee:econom:v:58:y:1993:i:3:p:369-384

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  1. Yann Schorderet, 2002. "A Nonlinear Generalization of Cointegration : A Note on Hidden Cointegration," Cahiers du Département d'Econométrie 2002.03, Département d'Econométrie, Université de Genève. [Downloadable!]
  2. Christian Gourieroux & Joann Jasiak, 1999. "Nonlinear Persistence and Copersistence," Working Papers 2000_1, York University, Department of Economics. [Downloadable!]
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  3. Felipe M. Aparicio & Alvaro Escribano & Ana García, 2004. "A Range Unit Root Test," Statistics and Econometrics Working Papers ws041104, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
  4. Luigi Ermini, 1993. "Testing For Population Bias in California Warming," Working Papers 199306, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
  5. Seung Hyun Hong & Peter C. B. Phillips, 2005. "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," Cowles Foundation Discussion Papers 1541, Cowles Foundation, Yale University. [Downloadable!]
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This page was last updated on 2009-11-13.

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