Introduction to Econometrics
Chapter 8 : Non-stationary time series models
By Lund University
In chapter 5 working with time series data, stationarity was a critical assumption. In this chapter we investigate data that is not stationary, the consequences of using non-stationary data and how to determine if your data is stationary.
Non-stationary time series models, lectures
xFT5jPnCYY8 Nonstationary models