Testing mean stability of heteroskedastic time series
Year of publication: |
2015
|
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Authors: | Dalla, Violetta ; Giraitis, Liudas ; Phillips, Peter C.B. |
Publisher: |
London : Queen Mary University of London, School of Economics and Finance |
Subject: | Heteroskedasticity | KPSS test | Mean stability | Variance stability | VS test |
Series: | Working Paper ; 765 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 844722901 [GVK] hdl:10419/130779 [Handle] RePEc:qmw:qmwecw:wp765 [RePEc] |
Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data |
Source: |
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Testing mean stability of heteroskedastic time series
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Testing mean stability of heteroskedastic time series
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