Testing stationarity under a permanent variance shift
Year of publication: |
2004
|
---|---|
Authors: | Cavaliere, Giuseppe |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 82.2004, 3, p. 403-408
|
Saved in:
Saved in favorites
Similar items by person
-
Quasi-maximum likelihood estimation of heteroskedastic fractional time series models
Cavaliere, Giuseppe, (2014)
-
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
Boswijk, H. Peter, (2013)
-
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe, (2017)
- More ...