Robust testing for explosive behavior with strongly dependent errors (Q6193068): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jeconom.2023.105626 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2023.105626 / rank | |||
Normal rank | |||
Latest revision as of 19:19, 30 December 2024
scientific article; zbMATH DE number 7803965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust testing for explosive behavior with strongly dependent errors |
scientific article; zbMATH DE number 7803965 |
Statements
Robust testing for explosive behavior with strongly dependent errors (English)
0 references
13 February 2024
0 references
HAR test
0 references
long memory
0 references
explosiveness
0 references
unit root test
0 references
S\&P 500
0 references
0 references
0 references
0 references
