Integration versus Trend Stationarity in Time Series

Authors
DAVID N. DEJONG JOHN C. NANKERVIS N. E. SAVIN Charles H. WHITEMAN
Citation
DAVID N. DEJONG et al., Integration versus Trend Stationarity in Time Series, Econometrica, 60(02), 1992, pp. 423
Journal title
Econometrica → ACNP
ISSN journal
00129682
Volume
60
Issue
02
Year of publication
1992
Database
ICR
SICI code
0012-9682(1992)60:02<423:IVTSIT>2.0.ZU;2-Z