A test of the null of integer integration against the alternative of fractional integration
Cheol-Keun Cho, Christine Amsler, Peter Schmidt
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Cho, Cheol-Keun ; Amsler, Christine Elaine ; Schmidt, Peter |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 187.2015, 1, p. 217-237
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| Subject: | Fractionally integrated process | Short memory | Unit root | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011498931