Econometric Society 57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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Keyword: UNIT ROOT

The following papers have the keyword Unit Root:

  ANALYZING I(2) SYSTEMS BY TRANSFORMED VECTOR AUTOREGRESSIONS
  Time & Location: COINTEGRATION: ESTIMATION II
Tuesday 27th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Kongsted, Hans Christian

  THE ROLE OF DETERMINISTIC COMPONENTS IN THE FRACTIONAL DICKEY_FULLER TEST FOR UNIT ROOTS
  Time & Location: UNIT ROOT TESTS II
Monday 26th August 2002, 14:30 - 16:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Dolado, Juan José and Mayoral, Laura

  THE SEMI-NONSTATIONARY PROCESS: MODEL AND EMPIRICAL EVIDENCE
  Time & Location: REGIME SWITCHING MODELS I
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.9
  Category: Econometrics
  Presenter(s): Kuan, Chung-Ming

Total Papers Listed: 3


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Econometric Society
57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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