Bias correction for the regression-based LM fractional integration test
| Year of publication: |
2008
|
|---|---|
| Authors: | Demetrescu, Matei ; Tarcolea, Adina |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 92.2008, 1, p. 91-99
|
| Publisher: |
Springer |
| Subject: | Long memory testing | Small-sample behavior | Bias approximation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598058