Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Search by Keyword:
You searched for "fractional integration"

Econometrics Paper
Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income L A Gil-Alaña and Peter M Robinson
November 2000
Paper No' EM/2000/402:
Read Abstract | Full Paper (pdf)

Tags: fractional integration; nonstationarity; seasonality

Econometrics Paper
Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series - (Now published in 'Journal of Econometrics', 80, 1997, pp.241-268.) L A Gil-Alaña and Peter M Robinson December 1996
Paper No' EM/1996/317:
Read Abstract |

Tags: nonstationarity; macroeconomic time series; fractional integration