测试函数时间序列数据中的常见趋势和模式

IF 1.8 4区经济学 Q2 ECONOMICS

Economics Letters Pub Date : 2025-06-19 DOI:10.1016/j.econlet.2025.112440

Li Chen , Xiu Xu

引用次数: 0

摘要

本文提出了一个检验函数时间序列数据（FTSD）的共同趋势和共同模式的方法。我们给出了测试的渐近结果，并通过蒙特卡罗模拟证明了该测试在有限样本下具有合理的规模和能力。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Testing for common trends and patterns in functional time series data

This paper proposes a test to examine common trends and common patterns in functional time series data (FTSD). We provide asymptotic results of the test and show that the test has reasonable size and power in finite samples by Monte Carlo simulations.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Economics Letters ECONOMICS-

CiteScore

3.20

自引率

5.00%

发文量

348

审稿时长

30 days

期刊介绍： Many economists today are concerned by the proliferation of journals and the concomitant labyrinth of research to be conquered in order to reach the specific information they require. To combat this tendency, Economics Letters has been conceived and designed outside the realm of the traditional economics journal. As a Letters Journal, it consists of concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.