Testing Stationarity for Unobserved Components Models
Year of publication: |
2014-08
|
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Authors: | Morley, James ; Panovska, Irina B. ; Sinclair, Tara M. |
Institutions: | School of Economics, UNSW Business School |
Subject: | Stationarity Test | Likelihood Ratio | Unobserved Components | Parametric Bootstrap | Monte Carlo Simulation | Small-Sample Inference |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2012-41B 38 pages |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; E23 - Production |
Source: |
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Testing stationarity with unobserved-components models
Morley, James C., (2017)
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Dufour, Jean-Marie, (2005)
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DUFOUR, Jean-Marie, (2005)
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Testing Stationarity for Unobserved Components Models
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Testing stationarity for unobserved components models
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Testing stationarity with unobserved-components models
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