Powerful self-normalizing tests for stationarity against the alternative of a unit root
Year of publication: |
2023
|
---|---|
Authors: | Hassler, Uwe ; Hosseinkouchack, Mehdi |
Published in: |
Essays in honor of Joon Y. Park : econometric theory. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-210-0. - 2023, p. 97-114
|
Subject: | I(0) | KPSS | variance ratio tests | Karhunen-Loève | scaleinvariance | local alternative | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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