Haldrup, N.

model unit roots series restriction process econometrics statistic selection journal model selection t h e paper time series university boswijk / journal vector order parameter result distribution testing 167-193 franse table method procedure evaluation level regression johansen nonseasonal unit roots unit root filter section value autoregression hypothesis trend number approach nonseasonal nonperiodic matrix frequency p e r example differencing filter conference al / journal economic likelihood oxford representation analysis model building oxford bulletin rejection unit r cointegrating differencing ratio t e r likelihood ratio statistic season i unit roots publishing forecasting blackwell ~ t b r r e e r r bulletin krolzig var models ar parameters meeting theorem polynomial van dijk