S
Simon P. Burke
5 works on record
Works

Modelling non-stationary economic time series

Multivariate Modelling of Non-Stationary Economic Time Series
Augumented Dickey-Fuller unit root tests and the use of information criteria
Augumented Dickey-Fuller unit root tests and the use of information criteria
A taxonomy of certain unit root tests
A taxonomy of certain unit root tests
Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter