LONG MEMORY TESTING IN THE TIME DOMAIN
| Year of publication: |
2008
|
|---|---|
| Authors: | Demetrescu, Matei ; Kuzin, Vladimir ; Hassler, Uwe ; Agiakloglou, C. ; Newbold, P. ; Amemiya, T. ; Andrews, D.W.K. ; Berk, K.N. ; Bollerslev, T. ; Breitung, J. ; Hassler, U. ; Brillinger, D.R. ; Chang, Y. ; Park, J. ; Davidson, J. ; Demetrescu, M. ; Dickey, D.A. ; Fuller, W.A. ; Dickey, D.A. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 24.2008, 1, p. 176-215
|