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The Effectiveness of Information Criteria in Determining Unit Root and Trend Status
Hacker, R Scott
Jönköping University, Jönköping International Business School, JIBS, Economics.
Hatemi-J, Abdulnasser
UAE University.
2010 (English)
Report (Other academic)
Place, publisher, year, edition, pages
Stockholm,Sweden: Centre of Excellence for Science and Innovation Studies, The Royal Institute of Technology , 2010. , 32 p.
Series
CESIS Electronic Working Paper Series, 213
Keyword [en]
Unit Root, Stationarity, Model Selection, Minimax regret, Information Criteria
National Category
Economics
Identifiers
URN:
urn:nbn:se:hj:diva-12139
OAI: oai:DiVA.org:hj-12139
DiVA:
diva2:319211
Available from:
2010-05-15
Created:
2010-05-15
Last updated:
2010-05-18
Bibliographically approved
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http://cesis.abe.kth.se/documents/CESISWP213.pdf
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