GLS-detrending and regime-wise stationarity testing in small samples
Year of publication: |
2009
|
---|---|
Authors: | Lopez, Claude |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 104.2009, 2, p. 99-101
|
Subject: | Stichprobenerhebung | Sampling | Theorie | Theory | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
-
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich, (2020)
-
Testing for non-correlation between price and volatility jumps
Jacod, Jean, (2017)
-
Corradi, Valentina, (2013)
- More ...
-
Do real exchange rate appreciations matter for growth?
Bussière, Matthieu, (2014)
-
Do real exchange rate appreciations matter for growth?
Bussière, Matthieu, (2014)
-
Lopez, Claude, (2022)
- More ...