Stationarity tests for irregulary spaced observations and the effects of sampling frequency on power
Year of publication: |
2005
|
---|---|
Authors: | Busetti, Fabio ; Taylor, Robert |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 4, p. 757-794
|
Subject: | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
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