On Estimating An Arma Model With An Ma Unit Root
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kurozumi, Eiji, 2009.
"Construction of Stationarity Tests with Less Size Distortions,"
Hitotsubashi Journal of Economics,
Hitotsubashi University, vol. 50(1), pages 87-105, June.
- Kurozumi, Eiji, 2005. "Construction of Stationarity Tests with Less Size Distortions," Discussion Papers 2005-12, Graduate School of Economics, Hitotsubashi University.
- Yongcheol Shin & Andy Snell, 2006.
"Mean group tests for stationarity in heterogeneous panels,"
Royal Economic Society, vol. 9(1), pages 123-158, March.
- Yongcheol Shin & Andy Snell, 2002. "Mean Group Tests for Stationarity in Heterogeneous Panels," ESE Discussion Papers 107, Edinburgh School of Economics, University of Edinburgh.
- Josep Carrion-i-Silvestre & Andreu Sansó, 2006. "A guide to the computation of stationarity tests," Empirical Economics, Springer, vol. 31(2), pages 433-448, June.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:etheor:v:14:y:1998:i:03:p:326-338_14. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters). General contact details of provider: http://journals.cambridge.org/jid_ECT .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.