Testing stationarity with unobserved-components models
James Morley, Irina B. Panovska, Tara M. Sinclair
| Year of publication: |
January 2017
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|---|---|
| Authors: | Morley, James C. ; Panovska, Irina B. ; Sinclair, Tara M. |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 21.2017, 1, p. 160-182
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| Subject: | Stationarity Test | Likelihood Ratio | Unobserved Components | Parametric Bootstrap | Monte Carlo Simulation | Small-Sample Inference | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Simulation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100515000437 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686122