Testing against smooth stochastic trends
- 1 May 2001
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 16 (3) , 415-429
- https://doi.org/10.1002/jae.604
Abstract
No abstract availableKeywords
This publication has 15 references indexed in Scilit:
- A Consistent Test for a Unit RootJournal of Business & Economic Statistics, 1994
- Detrending, stylized facts and the business cycleJournal of Applied Econometrics, 1993
- Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average ModelsJournal of the American Statistical Association, 1993
- A cross-validation filter for time series modelsBiometrika, 1988
- Testing for Deterministic Linear Trend in Time SeriesJournal of the American Statistical Association, 1986
- Testing for Deterministic Linear Trend in Time SeriesJournal of the American Statistical Association, 1986
- Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear ModelJournal of the American Statistical Association, 1983
- The Prediction of Time Series with Trends and SeasonalitiesJournal of Business & Economic Statistics, 1983
- Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit CircleEconometrica, 1983
- Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown TimesThe Annals of Statistics, 1978