A test for second order stationarity of a multivariate time series
Carsten Jentsch; Suhasini Subba Rao
| Year of publication: |
2015
|
|---|---|
| Authors: | Jentsch, Carsten ; Subba Rao, Suhasini |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 185.2015, 1, p. 124-161
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| Subject: | Discrete Fourier transform | Local stationarity | Nonlinear time series | Stationary bootstrap | Testing for stationarity | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Stochastischer Prozess | Stochastic process | Bootstrap-Verfahren | Bootstrap approach | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011339888