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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)
Software:
PcGive; PcGets
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References:
[1] 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 Unpublished paper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
[8] DOI: 10.1016/S0014-2921(00)00105-7
[9] DOI: 10.2307/1913830 · Zbl 0395.62063
[10] Granger C. W.J., Empirical Modeling in Economics. Specification and Evaluation (1999)
[11] Harvey A. C., The Econometric Analysis of Time Series (1981) · Zbl 0456.62082
[12] DOI: 10.1093/0198283164.001.0001 · Zbl 0897.62127
[13] Holden S., The Scandinavian Journal of Economics 104 (1) pp 87– (2002)
[14] DOI: 10.1016/S0165-1889(00)00058-0 · Zbl 0978.91073
[15] DOI: 10.1016/0304-4076(85)90158-7
[16] Nymoen R., Labour Economics 10 pp 1– (2003)
[17] DOI: 10.2307/1913712 · Zbl 0683.62066
[18] Ramsey J. B., Journal of the Royal Statistical Society Series B 31 pp 350– (1969)
[19] DOI: 10.1017/CBO9780511599293
[20] DOI: 10.2307/1912934 · Zbl 0459.62051
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