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

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