A modified test against spurious long memory
Robinson Kruse (Rijksuniversiteit Groningen, Faculty of Economics and Business, University of Groningen ; CREATES, Aarhus University, Department of Economics and Business)
| Year of publication: |
October 2015
|
|---|---|
| Authors: | Kruse, Robinson |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 135.2015, p. 34-38
|
| Subject: | Long memory | Structural breaks | Fractional differencing | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARMA-Modell | ARMA model | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.07.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011434828