A R Tremayne
Biographic Data
| ID | 5739639 |
|---|---|
| NAME | A R Tremayne |
| GIVEN NAMES | A R |
| FAMILY NAME | Tremayne |
| SIGNATURE | TREMAYNE A R |
| AFFILIATIONS | University of Hull |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1983 |
| LATEST PUBLICATION YEAR | 1996 |
| H-INDEX | 0 |
Can Economic Time Series Be Differenced to Stationarity
This article considers a class of nonstationary varying-coefficient autoregressive models that allow stochastic variability in the autoregressive root. It is argued that such models provide a better description of the behavior of macroeconomic variables than fixed-unit-root autoregressive models because they allow more general forms of nonstationarity. We construct a test of the null hypothesis of a fixed unit root against the alternative of a ra…
Time Series Models
No prominent works on this page.
Time Series Models
Can Economic Time Series Be Differenced to Stationarity
This article considers a class of nonstationary varying-coefficient autoregressive models that allow stochastic variability in the autoregressive root. It is argued that such models provide a better description of the behavior of macroeconomic variables than fixed-unit-root autoregressive models because they allow more general forms of nonstationarity. We construct a test of the null hypothesis of a fixed unit root against the alternative of a ra…
Econometrics (2 works) · Applied Mathematics (1 works) · Autoregressive integrated moving average (1 works) · Autoregressive model (1 works) · Cointegration (1 works) · Computer Science (1 works) · Economics (1 works) · Financial Risk and Volatility Modeling (1 works) · Geology (1 works) · Geology (1 works)