Testing for stationarity at high frequency
Year of publication: |
2020
|
---|---|
Authors: | Jiang, Bibo ; Lu, Ye ; Park, Joon Y. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 215.2020, 2, p. 341-374
|
Subject: | Continuous time process | High frequency observation | KPSS test | Testing for cointegration | Testing for stationarity | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process | Einheitswurzeltest | Unit root test | Kointegration | Cointegration |
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