Testing the null of stationarity for multiple time series

被引:0
|
作者
Department of Economics, Kookmin University, Chongnung-dong 861-1, Seoul 136702, Korea, Republic of [1 ]
不详 [2 ]
机构
来源
J Econom | 1600年 / 1卷 / 41-77期
关键词
Compendex;
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [1] Testing the null of stationarity for multiple time series
    Choi, I
    Ahn, BC
    JOURNAL OF ECONOMETRICS, 1999, 88 (01) : 41 - 77
  • [2] Testing stationarity in time series
    Witt, A
    Kurths, J
    Pikovsky, A
    PHYSICAL REVIEW E, 1998, 58 (02): : 1800 - 1810
  • [3] Testing stationarity of functional time series
    Horvath, Lajos
    Kokoszka, Piotr
    Rice, Gregory
    JOURNAL OF ECONOMETRICS, 2014, 179 (01) : 66 - 82
  • [4] Testing hydrologic time series for stationarity
    Chen, HL
    Rao, AR
    JOURNAL OF HYDROLOGIC ENGINEERING, 2002, 7 (02) : 129 - 136
  • [5] TESTING A TIME-SERIES FOR DIFFERENCE STATIONARITY
    MCCABE, BPM
    TREMAYNE, AR
    ANNALS OF STATISTICS, 1995, 23 (03): : 1015 - 1028
  • [6] TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES
    Hong, Yongmiao
    Wang, Xia
    Wang, Shouyang
    INTERNATIONAL ECONOMIC REVIEW, 2017, 58 (04) : 1227 - 1277
  • [7] TESTING FOR STATIONARITY IN THE COMPONENTS REPRESENTATION OF A TIME-SERIES
    KWIATKOWSKI, D
    PHILLIPS, PCB
    SCHMIDT, P
    ECONOMETRIC THEORY, 1992, 8 (04) : 586 - 591
  • [8] TESTING FOR STATIONARITY OF FUNCTIONAL TIME SERIES IN THE FREQUENCY DOMAIN
    Aue, Alexander
    van Delft, Anne
    ANNALS OF STATISTICS, 2020, 48 (05): : 2505 - 2547
  • [9] Testing the null of stationarity in the presence of a structural break
    Lee, JS
    Strazicich, M
    APPLIED ECONOMICS LETTERS, 2001, 8 (06) : 377 - 382
  • [10] Testing the Null Hypothesis of Stationarity of Internet Traffic
    Lauks, G.
    Skrastins, A.
    Jelinskis, J.
    ELEKTRONIKA IR ELEKTROTECHNIKA, 2011, (06) : 29 - 32