On the convergence of metals price - a series of Fourier DF unit root tests
Year of publication: |
2023
|
---|---|
Authors: | Cai, Yifei ; Chang, Tsangyao |
Subject: | Fourier Dicky-Fuller unit root test | frequency | Metal prices | stationary | trig functions | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Metallmarkt | Metal market | Preis | Price | Stochastischer Prozess | Stochastic process | Schätzung | Estimation |
-
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A., (2000)
-
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji, (2023)
-
Husein, Jamal, (2023)
- More ...
-
Macroeconomic outcomes of OPEC and non-OPEC oil supply shocks in the euro area
Cai, Yifei, (2022)
-
Cai, Yifei, (2023)
-
Monetary shocks to macroeconomic variables in China using time-vary VAR model
Tiwari, Aviral Kumar, (2019)
- More ...