A robust version of the KPSS test based on indicators (Q276913): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / author | |||
| Property / author: M. Dambrine / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M07 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6577360 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
unit root testing | |||
| Property / zbMATH Keywords: unit root testing / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
time series | |||
| Property / zbMATH Keywords: time series / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
asymptotic theory | |||
| Property / zbMATH Keywords: asymptotic theory / rank | |||
Normal rank | |||
Revision as of 16:43, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust version of the KPSS test based on indicators |
scientific article |
Statements
A robust version of the KPSS test based on indicators (English)
0 references
4 May 2016
0 references
unit root testing
0 references
time series
0 references
asymptotic theory
0 references
