Testing for nonstationarity using maximum entropy resampling : a misspecification testing perspective
Andreas Koutris, Maria S. Heracleous and Aris Spanos
| Year of publication: |
2008
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|---|---|
| Authors: | Koutris, Andreas ; Heracleous, Maria S. ; Spanos, Aris |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 27.2008, 4/6, p. 363-384
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| Subject: | Entropie | Entropy | Stichprobenerhebung | Sampling | Statistischer Test | Statistical test | Wechselkurs | Exchange rate | Handelsvolumen der Börse | Trading volume | Industrieproduktion | Industrial production | Investition | Investment | USA | United States | EU-Staaten | EU countries | 1921-2005 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003761298