Testing Covariance Stationarity
Year of publication: |
2007
|
---|---|
Authors: | Xiao, Zhijie ; Lima, Luiz Renato |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 26.2007, 6, p. 643-667
|
Publisher: |
Taylor & Francis Journals |
Subject: | Asymptotic theory | KPSS | Stationarity testing | Time-varying variance |
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