Testing strict stationarity with applications to macroeconomic time series (Q4634715)
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scientific article; zbMATH DE number 6858229
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| English | Testing strict stationarity with applications to macroeconomic time series |
scientific article; zbMATH DE number 6858229 |
Statements
TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES (English)
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11 April 2018
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macroeconomic time series
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test for strict stationarity
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time-invariant moments
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weak stationarity
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0.8496063351631165
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0.826903223991394
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0.8217769265174866
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0.8154712915420532
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0.8138444423675537
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