Título:

Stationary Persistent Time Series Misspecified as Nonstationary Arima

Autores:

Nuno Crato (Stevens Inst Technology)
Howard Taylor (U DE)

Revista:

Statistical Papers

Ano:

1996

Volume:

37

Páginas:

215-223

Códigos JEL:

C22 - Time-Series Models
C51 - Model Construction and Estimation