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Determining the Order of Differencing in Autoregressive Processes

https://doi.org/10.2307/1391997
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On the Robustness of Unit Root Tests in the Presence of Double Unit Roots
inferred← citeshttps://doi.org/10.1111/fwb.13096openalex-snapshot
Acoustic monitoring reveals diversity and surprising dynamics in tropical freshwater soundscapes
inferred← citeshttps://doi.org/10.1111/j.1465-7295.1991.tb00859.xopenalex-snapshot
THE COMPOSITION AND CONSTRUCTION OF MONETARY AGGREGATES
inferred← citeshttps://doi.org/10.1111/j.1465-7295.2009.00213.xopenalex-snapshot
THE EFFECT OF HOUSE PRICE ON FERTILITY: EVIDENCE FROM HONG KONG
inferred← citeshttps://doi.org/10.1111/j.1467-629x.1995.tb00293.xopenalex-snapshot
DO AUSTRALIAN SPOT FOREIGN EXCHANGE RATES STILL SHOW EVIDENCE OF COINTEGRATION?
inferred← citeshttps://doi.org/10.1111/j.1467-6419.1990.tb00088.xopenalex-snapshot
COINTEGRATION AND UNIT ROOTS
inferred← citeshttps://doi.org/10.1111/j.1467-6419.1992.tb00142.xopenalex-snapshot
COINTEGRATION AND DYNAMIC TIME SERIES MODELS
inferred← citeshttps://doi.org/10.1111/j.1467-6419.1996.tb00015.xopenalex-snapshot
RECENT ADVANCES IN MODELLING SEASONALITY
inferred← citeshttps://doi.org/10.1111/j.1467-8586.1991.tb00496.xopenalex-snapshot
THE INTERNATIONAL TRANSMISSION OF BOND MARKET MOVEMENTS
inferred← citeshttps://doi.org/10.1111/j.1467-9396.1996.tb00099.xopenalex-snapshot
Purchasing Power Parity When Prices Are I(2)
inferred← citeshttps://doi.org/10.1111/j.1467-9485.1991.tb00314.xopenalex-snapshot
EQUITY PRICES, DIVIDENDS AND GILT YIELDS IN THE UK: COINTEGRATION, ERROR CORRECTION AND ‘CONFIDENCE’
inferred← citeshttps://doi.org/10.1111/j.1467-9485.1993.tb00634.xopenalex-snapshot
AN ECONOMETRIC ANALYSIS OF FOREIGN DIRECT INVESTMENT IN THE UNITED KINGDOM
inferred← citeshttps://doi.org/10.1111/j.1467-9485.1994.tb01129.xopenalex-snapshot
CRIME AND UNEMPLOYMENT IN SCOTLAND: SOME FURTHER RESULTS
inferred← citeshttps://doi.org/10.1111/j.1467-9574.2005.00285.xopenalex-snapshot
Local power functions of tests for double unit roots
inferred← citeshttps://doi.org/10.1111/j.1467-9701.2005.00640.xopenalex-snapshot
The Balassa‐Samuelson Hypothesis in Estonia: Oil Shale, Tradable Goods, Regulated Prices and Other Culprits
inferred← citeshttps://doi.org/10.1111/j.1468-0084.1988.mp50004002.xopenalex-snapshot
SEASONALITY AND THE ORDER OF INTEGRATION FOR CONSUMPTION*
inferred← citeshttps://doi.org/10.1111/j.1468-0084.1990.mp52001005.xopenalex-snapshot
PRACTITIONER'S CORNER: Testing the Order of Differencing in Quarterly Data: An Illustration of the Testing Sequence
inferred← citeshttps://doi.org/10.1111/j.1468-0084.1994.mp56003006.xopenalex-snapshot
PRACTITIONERS' CORNER Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing
inferred← citeshttps://doi.org/10.1111/j.1468-0084.1996.mp58002009.xopenalex-snapshot
SOME REPARAMETERIZATIONS OF LAG POLYNOMIALS FOR DYNAMIC ANALYSIS
inferred← citeshttps://doi.org/10.1111/j.1468-0084.1996.mp58003001.xopenalex-snapshot
AVERAGE EARNINGS, MINIMUM WAGES AND GRANGER‐CAUSALITY IN AGRICULTURE IN ENGLAND AND WALES
inferred← citeshttps://doi.org/10.1111/j.1468-0084.2006.00460.xopenalex-snapshot
Convergence of Prices and Rates of Inflation*
inferred← citeshttps://doi.org/10.1111/j.1468-5876.1996.tb00036.xopenalex-snapshot
TESTS OF UNIT ROOTS AND COINTEGRATION HYPOTHESES IN ECONOMETRIC MODELS
inferred← citeshttps://doi.org/10.1111/j.1468-5957.1993.tb00294.xopenalex-snapshot
TESTING THE PRESENT VALUE MODEL OF EQUITY PRICES FOR THE UK STOCK MARKET
inferred← citeshttps://doi.org/10.1111/j.1468-5957.1995.tb00386.xopenalex-snapshot
AN EMPIRICAL ANALYSIS OF THE CAUSAL RELATIONSHIP BETWEEN SHORT INTEREST AND STOCK PRICES
inferred← citeshttps://doi.org/10.1111/j.1475-4932.1992.tb01760.xopenalex-snapshot
Explaining Australia's Imports: 1974–1989*
inferred← citeshttps://doi.org/10.1111/j.1475-4932.1994.tb01844.xopenalex-snapshot
Is Housing Activity a Leading Indicator?*
inferred← citeshttps://doi.org/10.1111/j.1475-4932.1994.tb01859.xopenalex-snapshot
Exchange Rate Pass‐Through: Testing the Small Country Assumption for Australia*
inferred← citeshttps://doi.org/10.1111/j.1475-6803.1992.tb00806.xopenalex-snapshot
THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET
inferred← citeshttps://doi.org/10.1111/j.1475-6803.1996.tb00593.xopenalex-snapshot
ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES
inferred← citeshttps://doi.org/10.1111/j.1477-9552.2000.tb01220.xopenalex-snapshot
Optimal Hedging Ratios for Wheat and Barley at the LIFFE: A GARCH Approach
inferred← citeshttps://doi.org/10.1111/j.1744-7976.2000.tb00263.xopenalex-snapshot
Regional Climate Change: Trend Analysis of Temperature and Precipitation Series at Selected Canadian Sites
inferred← citeshttps://doi.org/10.1111/saje.12118openalex-snapshot
Measuring Persistence in Inflation: Evidence For angola
inferred← citeshttps://doi.org/10.1111/ssqu.12384openalex-snapshot
Drivers of Health‐Care Expenditure: What Role Does Baumol's Cost Disease Play?
inferred← citeshttps://doi.org/10.11606/t.11.2016.tde-22062016-163722openalex-snapshot
O nexo causal entre crédito rural e crescimento do produto agropecuário na economia brasileira
inferred← citeshttps://doi.org/10.2307/1061676openalex-snapshot
Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks
inferred← citeshttps://doi.org/10.3917/dunod.bourb.2016.01.0345openalex-snapshot
Bibliographie
inferred← citeshttps://doi.org/10.5351/kjas.2008.21.2.221openalex-snapshot
An Estimation of the Equilibrium Error by the Short Term Disequilibrium Relations between the Markets
inferred← citeshttps://doi.org/10.57017/jaes.v15.3(69).11openalex-snapshot
Impact of Inflation and Exchange Rate on the Financial Performance of Commercial Banks in South Africa
inferred← citeshttps://doi.org/10.7201/earn.2002.02.03openalex-snapshot
Exportación de tomate en Canarias: ¿Un patrón estacional estable?
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