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Integration versus Trend Stationarity in Time Series


  • DeJong, David N, et al


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  • DeJong, David N, et al, 1992. "Integration versus Trend Stationarity in Time Series," Econometrica, Econometric Society, vol. 60(2), pages 423-433, March.
  • Handle: RePEc:ecm:emetrp:v:60:y:1992:i:2:p:423-33

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    References listed on IDEAS

    1. Fudenberg, Drew & Tirole, Jean, 1991. "Perfect Bayesian equilibrium and sequential equilibrium," Journal of Economic Theory, Elsevier, vol. 53(2), pages 236-260, April.
    2. Radner, Roy, 1981. "Monitoring Cooperative Agreements in a Repeated Principal-Agent Relationship," Econometrica, Econometric Society, vol. 49(5), pages 1127-1148, September.
    3. Celentani, Marco & Pesendorfer, Wolfgang, 1996. "Reputation in Dynamic Games," Journal of Economic Theory, Elsevier, vol. 70(1), pages 109-132, July.
    4. Schmidt, Klaus M, 1993. "Reputation and Equilibrium Characterization in Repeated Games with Conflicting Interests," Econometrica, Econometric Society, vol. 61(2), pages 325-351, March.
    5. Cripps, Martin W. & Schmidt, Klaus M. & Thomas, Jonathan P., 1996. "Reputation in Perturbed Repeated Games," Journal of Economic Theory, Elsevier, vol. 69(2), pages 387-410, May.
    6. Cripps, Martin W & Thomas, Jonathan P, 1995. "Reputation and Commitment in Two-Person Repeated Games without Discounting," Econometrica, Econometric Society, vol. 63(6), pages 1401-1419, November.
    7. Kreps, David M. & Wilson, Robert, 1982. "Reputation and imperfect information," Journal of Economic Theory, Elsevier, vol. 27(2), pages 253-279, August.
    8. Milgrom, Paul & Roberts, John, 1982. "Predation, reputation, and entry deterrence," Journal of Economic Theory, Elsevier, vol. 27(2), pages 280-312, August.
    9. Celentani, Marco, 1996. "Reputation with Observed Actions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 7(3), pages 407-419, April.
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