Information-theoretic schemes for linearity testing under long-range dependence and cointegration
by F. M. Aparicio Acosta and Clive W. J. Granger
| Year of publication: |
1995
|
|---|---|
| Authors: | Aparicio Acosta, Felipe M. ; Granger, C. W. J. |
| Publisher: |
San Diego |
| Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | 39 S. : graph. Darst |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000914254