Advanced

Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated

Jönsson, Kristian LU (2006) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working Paper
publication status
published
subject
keywords
Stationarity Testing, Unit Root, Finite-Sample Inference, Long-Run Variance, Monte Carlo Simulation, Permanent Income Hypothesis, private consumption
in
Working Papers, Department of Economics, Lund University
issue
20
publisher
Department of Economics, Lund Universtiy
language
English
LU publication?
yes
id
aff062fa-5e6e-41a5-8efd-9f2960f9e666 (old id 1387280)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2006_020.htm
date added to LUP
2009-04-20 12:27:25
date last changed
2016-04-16 08:14:04
@misc{aff062fa-5e6e-41a5-8efd-9f2960f9e666,
  author       = {Jönsson, Kristian},
  keyword      = {Stationarity Testing,Unit Root,Finite-Sample Inference,Long-Run Variance,Monte Carlo Simulation,Permanent Income Hypothesis,private consumption},
  language     = {eng},
  number       = {20},
  publisher    = {ARRAY(0xb5bce48)},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated},
  year         = {2006},
}