| Titre | Guide pratique des séries non-stationnaires | |
|---|---|---|
| Auteur | Bernard Salanié | |
 |
Revue | Economie et prévision |
| Numéro | no 137, 1999/1 | |
| Rubrique / Thématique | Méthodes |
|
| Page | 119-141 | |
| Résumé anglais |
A guide to non-stationary series by Bernard Salanié
The purpose of this paper is to present traditional and more recent econometric procedures for estimating and testing systems that contain non-stationary variables. The aim throughout is not to prove asymptotic results, but rather to weigh the pros and cons of using each method. The article attempts to show that more recent methods may be more straightforward and/or robust than procedures developed in the early 1980s. Source : Éditeur (via Persée) |
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| Article en ligne | http://www.persee.fr/web/revues/home/prescript/article/ecop_0249-4744_1999_num_137_1_5953 |
