Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated
(2006) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387280
- author
- Jönsson, Kristian LU
- organization
- publishing date
- 2006
- type
- Working paper/Preprint
- 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 University
- 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
- 2016-04-04 10:41:24
- date last changed
- 2018-11-21 21:00:13
@misc{aff062fa-5e6e-41a5-8efd-9f2960f9e666, author = {{Jönsson, Kristian}}, keywords = {{Stationarity Testing; Unit Root; Finite-Sample Inference; Long-Run Variance; Monte Carlo Simulation; Permanent Income Hypothesis; private consumption}}, language = {{eng}}, note = {{Working Paper}}, number = {{20}}, publisher = {{Department of Economics, Lund University}}, series = {{Working Papers, Department of Economics, Lund University}}, title = {{Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated}}, url = {{https://lup.lub.lu.se/search/files/5598406/2061568}}, year = {{2006}}, }