A parametric stationarity test with smooth breaks
Ching-Chuan Tsong, Cheng-Feng Lee, Li Ju Tsai
| Year of publication: |
2019
|
|---|---|
| Authors: | Tsong, Ching-Chuan ; Lee, Cheng-Feng ; Tsai, Li Ju |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 23.2019, 2, p. 1-14
|
| Subject: | Fourier component | nonlinear trend | stationarity test | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2015-0091 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012054883