Testing covariance stationarity

Econometric Reviews

Volumn 26, Issue 6, 2007, Pages 643-667

  Xiao, Zhijie ^a,b   Lima, Luiz Renato ^c  

^a BOSTON COLLEGE   (United States)

^b Tsinghua University   (China)

^c FUNDAÇÃO GETÚLIO VARGAS   (Brazil)

Author keywords

Asymptotic theory; KPSS; Stationarity testing; Time varying variance

Indexed keywords

EID: 36949033836     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930701639080     Document Type: Article

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