Synchronisation of Cycles

نویسندگان

  • Don Harding
  • Adrian Pagan
چکیده

Many interesting issues are posed by synchronisation of cycles. In this paper we define synchronisation and show how the degree of synchronisation can be measured. We propose tests of the hypotheses that cycles are either unsynchronised or perfectly synchronized. Unlike previous tests of synchronization in the literature our procedures are robust to heteroscedasticity and serial correlation in the random variables making up the test

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تاریخ انتشار 2003