×

Comment on “Statistical adequacy and the testing of trend versus difference stationarity” by Andreou and Spanos (Number 3). (English) Zbl 1184.62212


MSC:

62P20 Applications of statistics to economics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)

Citations:

Zbl 1184.62202

Software:

PcGets; PcGive
PDFBibTeX XMLCite
Full Text: DOI

References:

[1] DOI: 10.1257/jel.37.4.1661 · doi:10.1257/jel.37.4.1661
[2] Clements M. P., Forecasting Non-stationary Economic Time Series (1999) · Zbl 0984.62069
[3] Doornik, J. 1996. ”Testing Vector Autocorrelation and Heteroscedasticity in Dynamic Models”. Nuffield College. Working paper
[4] Doornik, J. A. and Hansen, H. 1994. ”A Practical Test of Multivariate Normality”. Nuffield College. Unpublished paper
[5] Doornik J. A., Empirical Econometric Modelling Using PcGive 10 1 (2001)
[6] Doornik J. A., Empirical Econometric Modelling Using PcGive 10 1 (2001)
[7] DOI: 10.2307/1912773 · Zbl 0491.62099 · doi:10.2307/1912773
[8] DOI: 10.1016/S0014-2921(00)00105-7 · doi:10.1016/S0014-2921(00)00105-7
[9] DOI: 10.2307/1913830 · Zbl 0395.62063 · doi:10.2307/1913830
[10] Granger C. W.J., Empirical Modeling in Economics. Specification and Evaluation (1999) · doi:10.1017/CBO9780511492327
[11] Harvey A. C., The Econometric Analysis of Time Series (1981) · Zbl 0456.62082
[12] DOI: 10.1093/0198283164.001.0001 · Zbl 0897.62127 · doi:10.1093/0198283164.001.0001
[13] Holden S., The Scandinavian Journal of Economics 104 (1) pp 87– (2002) · doi:10.1111/1467-9442.00273
[14] DOI: 10.1016/S0165-1889(00)00058-0 · Zbl 0978.91073 · doi:10.1016/S0165-1889(00)00058-0
[15] DOI: 10.1016/0304-4076(85)90158-7 · doi:10.1016/0304-4076(85)90158-7
[16] Nymoen R., Labour Economics 10 pp 1– (2003) · doi:10.1016/S0927-5371(02)00133-1
[17] DOI: 10.2307/1913712 · Zbl 0683.62066 · doi:10.2307/1913712
[18] Ramsey J. B., Journal of the Royal Statistical Society Series B 31 pp 350– (1969)
[19] DOI: 10.1017/CBO9780511599293 · doi:10.1017/CBO9780511599293
[20] DOI: 10.2307/1912934 · Zbl 0459.62051 · doi:10.2307/1912934
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.