Testing stationarity under a permanent variance shift
type: Item
instance of: scholarly article
title: Testing stationarity under a permanent variance shift
zbMATH Open document ID: 1254.91641
author: Giuseppe Cavaliere
published in: Economics Letters
publication date: 2013-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62J10
zbMATH DE Number: 6120235
zbMATH Keywords: stationarity tests
zbMATH Keywords: integrated processes
zbMATH Keywords: structural breaks
MaRDI profile type: Publication
full work available at URL: j.econlet.2003.08.014
OpenAlex ID: W2084122531
cites work: Asymptotics for unit root tests under Markov regime‐switching
cites work: Testing for a unit root in the presence of a variance shift
cites work: Unit root tests with a break in innovation variance.
cites work: Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
DOI: 10.1016/J.ECONLET.2003.08.014
description: scientific article; zbMATH DE number 6120235