Strict stationarity testing and GLAD estimation of double autoregressive models
Shaojun Guo, Dong Li, Muyi Li
| Year of publication: |
2019
|
|---|---|
| Authors: | Shaojun, Guo ; Li, Dong ; Li, Muyi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 211.2019, 2, p. 319-337
|
| Subject: | DAR model | GLAD estimation | Nonstationarity | Random weighting | Strict stationarity testing | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.01.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303800