A Test for Strict Stationarity (Q2950555)

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scientific article

Language	Label	Description	Also known as
English	A Test for Strict Stationarity	scientific article

Statements

scholarly article

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A Test for Strict Stationarity (English)

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Luiz Renato Lima

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Uncertainty Analysis in Econometrics with Applications

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publication date

9 October 2015

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zbMATH Keywords

strict stationary testing

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time-varying volatility

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time-verying

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-642-35443-4_2

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A robust version of the KPSS test based on indicators

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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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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?

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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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Testing Covariance Stationarity

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Identifiers

zbMATH Open document ID

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10.1007/978-3-642-35443-4_2

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2950555

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