Tests for stationarity of a time series
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Bibliographic InfoArticle provided by StataCorp LP in its journal Stata Technical Bulletin.
Volume (Year): 10 (2001)
Issue (Month): 57 ()
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Web page: http://stata-press.com/journals/stbj.html
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- 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.
- Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
- Christopher F Baum, 2005.
"Stata: The language of choice for time-series analysis?,"
StataCorp LP, vol. 5(1), pages 46-63, March.
- Christopher F. Baum, 2004. "Stata: The language of choice for time series analysis?," Boston College Working Papers in Economics 598, Boston College Department of Economics.
- Christopher F Baum, 2002. "Facilitating Applied Economic Research with Stata," Boston College Working Papers in Economics 531, Boston College Department of Economics.
- L.A. Gil-Alana, 2003. "Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses," Computational Economics, Society for Computational Economics, vol. 22(1), pages 23-38, August.
- di Cosmo, Valeria & Malaguzzi Valeri, Laura, 2012. "The Incentive to Invest in Thermal Plants in the Presence of Wind Generation," Papers WP446, Economic and Social Research Institute (ESRI).
- Martinez-Espineira, Roberto, 2005.
"An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques,"
615, University Library of Munich, Germany, revised Jan 2006.
- Roberto Martínez-Espiñeira, 2007. "An estimation of residential water demand using co-integration and error correction tec hniques," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 161-184, May.
- Roberto Martinez Espineira, 2004. "An Estimation of Residential Water Demand Using Co-integration and Error Correction Techniques," Others 0410002, EconWPA.
- 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.
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