TESTING THE HYPOTHESIS OF BETA STATIONARITY

被引:6
|
作者
GARBADE, K
RENTZLER, J
机构
[1] NYU, NEW YORK, NY 10003 USA
[2] COLUMBIA UNIV, NEW YORK, NY 10027 USA
关键词
D O I
10.2307/2526159
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:577 / 587
页数:11
相关论文
共 50 条
  • [11] Stationarity testing with covariates
    Jansson, M
    ECONOMETRIC THEORY, 2004, 20 (01) : 56 - 94
  • [12] The stationarity hypothesis: an allocentric criterion in visual perception
    Wexler, M
    Lamouret, I
    Droulez, J
    VISION RESEARCH, 2001, 41 (23) : 3023 - 3037
  • [13] A Note on Testing Covariance Stationarity
    Cavaliere, Giuseppe
    Taylor, A. M. Robert
    ECONOMETRIC REVIEWS, 2009, 28 (04) : 364 - 371
  • [14] Testing stationarity in time series
    Witt, A
    Kurths, J
    Pikovsky, A
    PHYSICAL REVIEW E, 1998, 58 (02): : 1800 - 1810
  • [15] MARKET PHASE AND STATIONARITY OF BETA
    GOODING, AE
    OMALLEY, TP
    JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1977, 12 (05) : 833 - 857
  • [16] Testing for Stationarity at High Frequency
    Jiang, Bibo
    Lu, Ye
    Park, Joon Y.
    JOURNAL OF ECONOMETRICS, 2020, 215 (02) : 341 - 374
  • [17] Blockwise bootstrap testing for stationarity
    Psaradakis, Z
    STATISTICS & PROBABILITY LETTERS, 2006, 76 (06) : 562 - 570
  • [18] Nonnested hypothesis testing in the class of varying dispersion beta regressions
    Cribari-Neto, Francisco
    Lucena, Sadraque E. F.
    JOURNAL OF APPLIED STATISTICS, 2015, 42 (05) : 967 - 985
  • [19] Testing the Prebish-Singer hypothesis using second-generation panel data stationarity tests with a break
    Arezki, Rabah
    Hadri, Kaddour
    Kurozumi, Eiji
    Rao, Yao
    ECONOMICS LETTERS, 2012, 117 (03) : 814 - 816
  • [20] Re-examination of convergence hypothesis among Indian states in panel stationarity testing framework with structural breaks
    Mishra, Ankita
    Mishra, Vinod
    APPLIED ECONOMICS, 2018, 50 (03) : 268 - 286