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Testing Against Stochastic Trend in the Presence of Variance Shifts
Anthony Taylor, F Busetti
Economics
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Dive into the research topics of 'Testing Against Stochastic Trend in the Presence of Variance Shifts'. Together they form a unique fingerprint.
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Mathematics
Stochastic Trend
100%
Locally Best Invariant Test
52%
Stationarity
48%
Variance Ratio
43%
Null hypothesis
42%
Testing
42%
Slope
28%
Series
27%
Test Statistic
26%
Structural Breaks
24%
Von Mises Distribution
22%
Exchange rate
21%
Unknown
19%
Inflation
18%
Date
17%
Nuisance Parameter
17%
Invariant
16%
Null Distribution
16%
Error term
15%
Limiting Distribution
14%
Biased
14%
Time series
13%
Statistic
13%
Asymptotic distribution
13%
Monte Carlo Simulation
13%
Output
11%
Cover
11%
Statistics
10%
Dependent
10%
Demonstrate
9%
Family
7%
Business & Economics
Stochastic Trend
81%
Testing
50%
Variance Ratio
42%
Stationarity
33%
Test Statistic
32%
Monte Carlo Simulation
23%
Statistics
22%
Break Dates
21%
Exchange Rates
21%
Stationarity Test
21%
Nuisance Parameter
20%
Limiting Distribution
19%
Asymptotic Distribution
17%
Structural Breaks
15%
Inflation Rate
14%
Social Sciences
statistics
29%
trend
29%
inflation
11%
time series
10%
simulation
7%