Testing stationarity under a permanent variance shift (Q1927446): Difference between revisions
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| Property / cites work: Asymptotics for unit root tests under Markov regime‐switching / rank | |||
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| Property / cites work: Testing for a unit root in the presence of a variance shift / rank | |||
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| Property / cites work: Unit root tests with a break in innovation variance. / rank | |||
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| 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 | |||
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Latest revision as of 01:45, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing stationarity under a permanent variance shift |
scientific article |
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Testing stationarity under a permanent variance shift (English)
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1 January 2013
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stationarity tests
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integrated processes
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structural breaks
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