A consistent nonparametric test of ergodicity for time series with applications
| Year of publication: |
2001
|
|---|---|
| Authors: | Domowitz, Ian ; El-Gamal, Mahmoud A. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 102.2001, 2, p. 365-398
|
| Publisher: |
Elsevier |