Guide pratique des séries non stationnaires
Abstract[eng] A guide to non-stationary series by Bernard SalaniÃ© . The purpose of this paper is to present traditional and more recent econometric procedures for estimating and testing systems that contain non-stationary variables. The aim throughout is not to prove asymptotic results, but rather to weigh the pros and cons of using each method. The article attempts to show that more recent methods may be more straightforward and/or robust than procedures developed in the early 1980s. [fre] Guide pratique des sÃ©ries non-stationnaires par Bernard SalaniÃ© . L'objet de ce texte est de prÃ©senter les mÃ©thodes Ã©conomÃ©triques disponibles pour procÃ©der Ã l'estimation et au test de systÃ¨mes comprenant des variables non-stationnaires, en insistant sur les contributions rÃ©centes qui fournissent des mÃ©thodes plus simples et/ou plus robustes que celles qui ont Ã©tÃ© dÃ©veloppÃ©es au dÃ©but des annÃ©es quatre- vingt. L'approche utilisÃ©e est rÃ©solument pragmatique : aucun rÃ©sultat asymptotique n'est dÃ©montrÃ©, mais on cherche Ã Ã©valuer les avantages et inconvÃ©nients de l'utilisation de chaque procÃ©dure.
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Bibliographic InfoPaper provided by Centre de Recherche en Economie et Statistique in its series Working Papers with number 99-23.
Date of creation: 1999
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