SMEAL WIKI

Integration Versus Trend Stationary in Time Series

David N. DeJong, John C. Nankervis, N. E. Savin, Charles H. Whiteman
Year1992
VenueEconometrica
Typearticle
Citations504
DOI10.2307/2951602
OpenAlexW2008551120

Topics

Monetary Policy and Economic ImpactSeries (stratigraphy)EconometricsOrder of integration (calculus)EconomicsTime series