Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective (Q3518454)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective |
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Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective (English)
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8 August 2008
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Berstein polynomials
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\(t\)-heterogeneity
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maximum entropy bootstrap
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nonstationarity
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parameter \(t\)-invariance
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rolling window estimates
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