Monte Carlo test for stochastic trend in space state models for the location-scale family
Ivair Silva, Dulcidia Ernesto, Fernando Oliveira, Reinaldo Marques, Anderson Oliveira
| Year of publication: |
2020
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|---|---|
| Authors: | Silva, Ivair ; Ernesto, Dulcidia ; Oliveira, Fernando ; Marques, Reinaldo ; Oliveira, Anderson |
| Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 40.2020, 2, p. 215-231
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| Subject: | time series | structural models | Monte Carlo testing | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/bre.v40n22020.81082 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012616995