Open AccessInference in Time Series Regression When the Order of Integration of a Regressor is Unknown
Author(s) -
Graham Elliott,
James H. Stock
Publication year - 1992
Language(s) - English
Resource type - Reports
DOI - 10.3386/t0122
Subject(s) - inference , series (stratigraphy) , regression , econometrics , statistics , time series , order of integration (calculus) , computer science , mathematics , artificial intelligence , biology , paleontology , mathematical analysis