Title:

On Tests for Double Differencing: Methods of Demeaning and Detrending and the Role of Initial Values

Authors:

Paulo M. M. Rodrigues (U Algarve)
A M Robert Taylor (U Birmingham)

Journal:

Econometric Theory

Year:

2004

Volume:

20

Pages:

95-115

JEL codes:

C22 - Time-Series Models
C32 - Time-Series Models