Econometric inference in models with nonstationary time series

Mathematics

• Orthogonal Latin Square 100%
• Variance 66%
• Squared Error 66%
• Test Statistic 66%
• Correlation Structure 66%
• Nuisance Parameter 66%
• Minimizes 33%
• Asymptotics 33%
• Information Criterion 33%
• Unit Root Test 33%
• Autoregressive Model 33%
• Critical Region 33%
• Moving Average Process 33%
• Regressors 33%
• Response Surface 33%
• Optimality Criterion 33%
• Distribution Theory 33%
• Regression Coefficient 33%

Economics, Econometrics and Finance

• Time Series 100%
• Unit Root 100%
• Capital Market Returns 100%
• Smoothing Technique 50%
• Asset Pricing 50%
• Predictive Regression 50%