Generalizations of the KPSS‐test for stationarity (Q4665354): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q4840212 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3917377 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? / rank | |||
Normal rank | |||
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 |
Statements
Generalizations of the KPSS‐test for stationarity (English)
0 references
11 April 2005
0 references
stationarity test
0 references
rate of consistency
0 references
long run variance
0 references
bandwidth selection
0 references
time series
0 references
heteroskedasticity
0 references
autocorrelation
0 references
Choi's test
0 references
Leybourne and McCabe's test
0 references
