Nonstationarity in time series of state densities
Year of publication: |
May 2016
|
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Authors: | Chang, Yoosoon ; Kim, Chang Sik ; Park, Joon Y. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 1, p. 152-167
|
Subject: | Time series of cross-sectional and intra-period distributions | State density | Nonstationarity | Unit root | Functional principal component analysis | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Statistische Verteilung | Statistical distribution | Einheitswurzeltest | Unit root test |
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