{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,5,27]],"date-time":"2023-05-27T06:26:42Z","timestamp":1685168802719},"reference-count":33,"publisher":"Cambridge University Press (CUP)","issue":"03","license":[{"start":{"date-parts":[[2018,7,20]],"date-time":"2018-07-20T00:00:00Z","timestamp":1532044800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":["www.cambridge.org"],"crossmark-restriction":true},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2019,6]]},"abstract":"<jats:p>We examine a test for weak stationarity against alternatives that covers both local-stationarity and break point models. A key feature of the test is that its asymptotic distribution is a functional of the standard Brownian bridge sheet in [0,1]<jats:sup>2<\/jats:sup>, so that it does not depend on any unknown quantity. The test has nontrivial power against local alternatives converging to the null hypothesis at a <jats:italic>T<\/jats:italic><jats:sup>\u22121\/2<\/jats:sup> rate, where <jats:italic>T<\/jats:italic> is the sample size. We also examine an easy-to-implement bootstrap analogue and present the finite sample performance in a Monte Carlo experiment. Finally, we implement the methodology to assess the stability of inflation dynamics in the United States and on a set of neuroscience tremor data.<\/jats:p>","DOI":"10.1017\/s0266466618000191","type":"journal-article","created":{"date-parts":[[2018,7,20]],"date-time":"2018-07-20T05:49:04Z","timestamp":1532065744000},"page":"547-600","update-policy":"http:\/\/dx.doi.org\/10.1017\/policypage","source":"Crossref","is-referenced-by-count":1,"title":["A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN"],"prefix":"10.1017","volume":"35","author":[{"given":"Javier","family":"Hidalgo","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Pedro C. 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