Is U.S. real output growth non-normal? : a tale of time-varying location and scale
| Year of publication: |
2025
|
|---|---|
| Authors: | Demetrescu, Matei ; Kruse-Becher, Robinson |
| Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 171.2025, Art.-No. 105032, p. 1-39
|
| Subject: | Distribution testing | Heteroskedasticity and autocorrelation robust inference | Local standardization | Nonparametric estimation | Probability integral transformation | Schätztheorie | Estimation theory | USA | United States | Schätzung | Estimation | Autokorrelation | Autocorrelation | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Heteroskedastizität | Heteroscedasticity |
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