Open AccessPitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots
Author(s) -
John Y. Campbell,
Pierre Perrón
Publication year - 1991
Publication title -
nber macroeconomics annual
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 10.535
H-Index - 61
eISSN - 1537-2642
pISSN - 0889-3365
DOI - 10.2307/3585053
Subject(s) - unit root , univariate , cointegration , econometrics , multivariate statistics , context (archaeology) , representation (politics) , series (stratigraphy) , unit (ring theory) , root (linguistics) , unit root test , sample (material) , interpretation (philosophy) , relation (database) , mathematics , statistics , computer science , data mining , geography , law , linguistics , philosophy , chemistry , archaeology , biology , paleontology , chromatography , political science , programming language , mathematics education , politics
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