Testing for common trends and patterns in functional time series data

被引：0

作者：

Chen, Li ^{[1
,2
,3
]}

Xu, Xiu ^{[4
]}

机构：

[1] Xiamen Univ, Wang Yanan Inst Studies Econ, Xiamen, Peoples R China

[2] Xiamen Univ, Sch Econ, Xiamen, Peoples R China

[3] Xiamen Univ, MOE Key Lab Econometr, Xiamen, Peoples R China

[4] Jimei Univ, Finance & Econ Coll, Xiamen, Fujian, Peoples R China

来源：

ECONOMICS LETTERS | 2025年 / 254卷

基金：

中国国家自然科学基金;

关键词：

Functional time series; Common trend; Common pattern; Statistical test; Nonparametric kernel estimation; MODELS;

D O I：

10.1016/j.econlet.2025.112440

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

引用

页数：4

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