Toggle navigation
Home
Publications
Publications
Authors
Institutions
Journals
Rankings
Authors
Institutions
Journals
About
FAQ
Links
Contacts
PT
Sign in
Article
Title:
Stationary Persistent Time Series Misspecified as Nonstationary Arima
Authors:
Nuno Crato
(
Stevens Inst Technology
)
Howard Taylor
(
U DE
)
Journal:
Statistical Papers
Year:
1996
Volume:
37
Pages:
215-223
JEL codes:
C22 - Time-Series Models
C51 - Model Construction and Estimation
Back