Generalizations of the KPSS‐test for stationarity (Q4665354): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9574.2004.00272.x / rank | |||
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Latest revision as of 19:30, 7 June 2024
scientific article; zbMATH DE number 2154811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalizations of the KPSS‐test for stationarity |
scientific article; zbMATH DE number 2154811 |
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Generalizations of the KPSS‐test for stationarity (English)
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11 April 2005
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stationarity test
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rate of consistency
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long run variance
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bandwidth selection
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time series
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heteroskedasticity
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autocorrelation
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Choi's test
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Leybourne and McCabe's test
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