Nonstationarity in time series of state densities

Title
Nonstationarity in time series of state densities
Authors
Keywords
Time series of cross-sectional and intra-period distributions, State density, Nonstationarity, Unit root, Functional principal component analysis
Journal
JOURNAL OF ECONOMETRICS
Volume 192, Issue 1, Pages 152-167
Publisher
Elsevier BV
Online
2015-12-31
DOI
10.1016/j.jeconom.2015.06.025

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