The algebra of I (1)
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- . Luigi Ermini & David Hendry, "undated". "Log income versus linear income: an application of the encompassing principl," Economics Papers W6, Economics Group, Nuffield College, University of Oxford.
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- García, Ana & Aparicio, Felipe M. & Escribano, Álvaro, 2003. "Range unit root tests," DES - Working Papers. Statistics and Econometrics. WS ws031126, Universidad Carlos III de Madrid. Departamento de Estadística.
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- Damen, Sven & Vastmans, Frank & Buyst, Erik, 2016. "The effect of mortgage interest deduction and mortgage characteristics on house prices," Journal of Housing Economics, Elsevier, vol. 34(C), pages 15-29.
More about this item
KeywordsTime-series analysis ; Random walks (Mathematics);
StatisticsAccess and download statistics
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