A New Test for Nonstationarity Against the Stable Alternative

DOI10.1017/S026646660000904XzbMath1401.62138WikidataQ115436078 ScholiaQ115436078MaRDI QIDQ3365346

Karim M. Abadir

Publication date: 1995

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

univariate time series: hypothesis testing

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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