Testing Stochastic Cycles in Macroeconomic Time Series
نویسندگان
چکیده
منابع مشابه
Testing Stochastic Cycles in Macroeconomic Time Series
A particular version of the tests of Robinson (1994) for testing stochastic cycles in macroeconomic time series is proposed in this article. The tests have a standard limit distribution and are easy to implement in raw time series. A Monte Carlo experiment is conducted, studying the size and the power of the tests against different alternatives, and the results are compared with those based on ...
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ژورنال
عنوان ژورنال: Journal of Time Series Analysis
سال: 2001
ISSN: 0143-9782,1467-9892
DOI: 10.1111/1467-9892.00233