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Tests of Stationarity Against a Change in Persistence
Anthony Taylor
, F Busetti
Economics
Research output
:
Contribution to journal
›
Article
105
Citations (Scopus)
Overview
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Keyphrases
Stationarity Test
100%
Change in Persistence
100%
Change of Direction
66%
I(1)
66%
Invariant-based
33%
Integration Level
33%
Ratio-based
33%
University of Birmingham
16%
Inflation Rate
16%
Power Loss
16%
Locally Best Invariant Test
16%
Invariant Statistics
16%
Simulation Experiment
16%
Deterministic Trend
16%
Gaussianity
16%
Simultaneous Changes
16%
Test-taking
16%
Taylor Test
16%
US Inflation
16%
Trend Function
16%
Economics, Econometrics and Finance
Time Series
100%
Inflation Rate
100%
Mathematics
Stationarity
100%
Subsample
33%
Deterministic Trend
16%
Inflation Rate
16%
Powerful Test
16%