Testing Stationarity with Unobserved Components Models
Year of publication: |
2014
|
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Authors: | Morley, James C. ; Panovska, Irina ; Sinclair, Tara M. |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Stochastischer Prozess | Stochastic process | Zustandsraummodell | State space model |
Extent: | 1 Online-Ressource (38 p) |
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Series: | UNSW Business School Research Paper ; No. 2012 ECON 41B |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 18, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2162268 [DOI] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; E23 - Production |
Source: | ECONIS - Online Catalogue of the ZBW |
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