Deciding Between I(1) and I(0)
收藏NBER1992-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0121
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资源简介：
This paper proposes a class of procedures that consistently classify the stochastic component of a time series as being integrated either of order zero (l(0 or one (l(1 for general 1(0) and 1(1) processes. These procedures entail the evaluation of the asymptotic likelihoods of certain statistics
提供机构：
美国国家经济研究局
创建时间：
1992-06-01
