Testing mean stability of heteroskedastic time series
Year of publication: |
2015
|
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Authors: | Dalla, Violetta ; Giraitis, Liudas ; Phillips, Peter C. B. |
Publisher: |
London : School of Economics and Finance |
Subject: | Heteroskedasticity | KPSS test | Mean stability | Variance stability | VS test | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
Extent: | Online-Ressource (48 S.) graph. Darst. |
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Series: | Working paper. - London : [Verlag nicht ermittelbar], ISSN 1473-0278, ZDB-ID 2666392-2. - Vol. 765 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/130779 [Handle] |
Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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