Browsing Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications by Subject "Mathematical Analysis"

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  • Tests of Joint Hypotheses for Time Series Regression with a Unit Root 

    Perron, Pierre (Université de Montréal. Département de sciences économiques., 1986)
    This Paper Studies Tests of Joint Hypotheses in Time Series Regression with a Unit Root in Which Weakly Dependent and Heterogeneously Distributed Innovations Are Allowed. We Consider Two Types of Regression: One with a Constant and Lagged Dependent ...