Long memory in US disaggregated petroleum consumption : evidence from univariate and multivariate LM tests for fractional integration
Hooi Hooi Lean; Russell Smyth
| Year of publication: |
2009
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|---|---|
| Authors: | Hooi Hooi Lean ; Smyth, Russell |
| Published in: |
Energy policy. - Oxford : Elsevier, ISSN 0301-4215, ZDB-ID 186295-9. - Vol. 37.2009, 8, p. 3205-3211
|
| Subject: | Statistischer Test | Statistical test | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | USA | United States | Schätzung | Estimation | Theorie | Theory |
| 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/10003856217