Concepedia

Difference Stationarity

Difference Stationarity is a stochastic process that belongs to the class of nonstationary time series processes, specifically distinguished by the property that a finite number of differencing operations transforms it into a stationary process.

21

Publications

1.3K

Citations

34

Authors

20

Institutions

Publications per year

2017–2026

1

Variants

Difference-stationary Process

Parents

Publications

21

Bayesian treatment of the independent student-t linear model

John Geweke · Journal of Applied Econometrics · 1993 · 525 citations

, , +16

Posterior Odds Testing for a Unit Root with Data-Based Model Selection

Peter C.B. Phillips, Werner Ploberger · Econometric Theory · 1994 · 132 citations

, , +16

Tests for a change in persistence against the null of difference‐stationarity

Stephen J. Leybourne, Tae‐Hwan Kim, Vanessa Smith et al. · Econometrics Journal · 2003 · 82 citations

, , +12

CUSUM of Squares‐Based Tests for a Change in Persistence

Stephen J. Leybourne, Robert Taylor, Tae‐Hwan Kim · Journal of Time Series Analysis · 2006 · 80 citations · Full text

, , +14

Priors for Macroeconomic Time Series and Their Application

John Geweke · Econometric Theory · 1994 · 75 citations

, , +16

1–5 of 21

Authors

34

  1. SJ
    Stephen J. Leybourne

    University of Nottingham, United Kingdom

    5 publications · 243 citations

    5

    h-index

  2. JG
    John Geweke

    University of Technology Sydney, Australia

    3 publications · 620 citations

    3

    h-index

  3. PN
    Paul Newbold

    University of Nottingham, United Kingdom

    3 publications · 144 citations

    3

    h-index

  4. JB
    Jan Beran

    University of Konstanz, Germany

    2 publications · 29 citations

    2

    h-index

  5. ME
    Mark E. Wohar

    University of Nebraska at Omaha, United States

    2 publications · 45 citations

    2

    h-index

1–5 of 34

Institutions

20

  1. University of Nottingham

    Nottingham, United Kingdom

    4 h-index

    12 publications

    728 citations

  2. Federal Reserve Bank of Minneapolis

    Minneapolis, United States

    2 h-index

    2 publications

    95 citations

  3. University of Minnesota

    Minneapolis, United States

    2 h-index

    2 publications

    600 citations

  4. University of Bristol

    Bristol, United Kingdom

    1 h-index

    1 publications

    17 citations

  5. Loughborough University

    Loughborough, United Kingdom

    1 h-index

    1 publications

    68 citations

  6. University of British Columbia

    Vancouver, Canada

    1 h-index

    1 publications

    17 citations

  7. Yonsei University

    Seoul, South Korea

    1 h-index

    3 publications

    240 citations

  8. Brunel University of London

    London, United Kingdom

    1 h-index

    1 publications

    13 citations

1–8 of 20

Venues

  1. Journal of Time Series Analysis

    3 publications · 136 citations

    3

    h-index

  2. Econometric Theory

    2 publications · 207 citations

    2

    h-index

  3. IMA Journal of Management Mathematics

    1 publications · 13 citations

    1

    h-index

  4. 1

    h-index

  5. Econstor (Econstor)

    Repository · 1 publications · 16 citations

    1

    h-index

1–5