Testing strict stationarity with applications to macroeconomic time series
Year of publication: |
November 2017
|
---|---|
Authors: | Hong, Yongmiao ; Wang, Xia ; Wang, Shouyang |
Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 58.2017, 4, p. 1227-1277
|
Subject: | Stationarität | Stationarity | Statistischer Test | Statistical test | Makroökonomik | Macroeconomics | Zeitreihenanalyse | Time series analysis | Nichtparametrischer Test | Nonparametric test | Theorie | Theory |
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