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Tests for stationarity of a time series

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Author Info
Christopher F. Baum

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File URL: http://stata-press.com/journals/stbcontents/stb57.pdf
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Article provided by StataCorp LP in its journal Stata Technical Bulletin.

Volume (Year): 10 (2001)
Issue (Month): 57 ()
Pages:
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Handle: RePEc:tsj:stbull:y:2001:v:10:i:57:sts15

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References listed on IDEAS
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  1. Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188. [Downloadable!] (restricted)
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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.)

  1. Martinez-Espineira, Roberto, 2005. "An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques," MPRA Paper 615, University Library of Munich, Germany, revised Jan 2006. [Downloadable!]
    Other versions:
  2. Christopher F Baum, 2002. "Facilitating Applied Economic Research with Stata," Boston College Working Papers in Economics 531, Boston College Department of Economics. [Downloadable!]
  3. L.A. Gil-Alana, 2003. "Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses," Computational Economics, Springer, vol. 22(1), pages 23-38, August. [Downloadable!] (restricted)
  4. Christopher F. Baum, 2004. "Topics in time series regression modeling," United Kingdom Stata Users' Group Meetings 2004 7, Stata Users Group, revised 26 Jul 2004. [Downloadable!]
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This page was last updated on 2009-11-25.

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