Nonstationary Processes

Gebhard Kirchgässner and Juergen Wolters

Chapter 5 in Introduction to Modern Time Series Analysis, 2007, pp 153-198 from Springer

Abstract: Abstract So far we have only considered stationary time series. As a matter of fact, however, most economic time series are trending, like, for example, the GDP series investigated in Chapter 1. We tried to eliminate the trend by using first differences or growth rates. These filtered series can be investigated by employing the concepts that were developed for the analysis of stationary time series.

Keywords: Random Walk; Unit Root; Structural Break; Unit Root Test; Nonstationary Process (search for similar items in EconPapers)
Date: 2007
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Chapter: Nonstationary Processes (2013)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-73291-4_5

Ordering information: This item can be ordered from
http://www.springer.com/9783540732914

DOI: 10.1007/978-3-540-73291-4_5

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().