A note on stationarity of the MTAR process on the boundary of the stationarity region

Author： Lee O.   Shin D.W.  

Publisher： Elsevier

ISSN： 0165-1765

Source： Economics Letters, Vol.73, Iss.3, 2001-12, pp. : 263-268

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A Note on Testing Covariance Stationarity

By Cavaliere Giuseppe  

Econometric Reviews, Vol. 28, Iss. 4, 2009-07 ,pp. : 364-371

Taylor & Francis Ltd

Access to resources Recommend Favorite

A NOTE ON EXCHANGE RATE TREND-STATIONARITY*

By SEPHTON PETER S.  

International Economic Journal, Vol. 3, Iss. 2, 1989-0 ,pp. : 73-77

Routledge Ltd

Access to resources Recommend Favorite

Price level trend-stationarity and the instruments and targets of monetary policy: An empirical note

By Kugler P.  

Economics Letters, Vol. 63, Iss. 1, 1999-04 ,pp. : 97-101

Elsevier

Access to resources Recommend Favorite

Testing Covariance Stationarity

By Xiao Zhijie  

Econometric Reviews, Vol. 26, Iss. 6, 2007-11 ,pp. : 643-667

Taylor & Francis Ltd

Access to resources Recommend Favorite

Testing stationarity for stock market data

By Dehay D.   Leskow J.  

Economics Letters, Vol. 50, Iss. 2, 1996-02 ,pp. : 205-212

Elsevier

Access to resources Recommend Favorite