Testing for strict stationarity in a random coefficient autoregressive model
Year of publication: |
2021
|
---|---|
Authors: | Trapani, Lorenzo |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 40.2021, 3, p. 220-256
|
Subject: | Heavy tails | random coefficient autoregression | randomized tests | stationarity | unit root | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Autokorrelation | Autocorrelation | Einheitswurzeltest | Unit root test |
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