Multivariate Lagrange Multiplier tests for fractional integration

Morten Ørregaard Nielsen

Year of publication:	02 Febr. 2005
Other Persons:	Nielsen, Morten Ørregaard (contributor)
Publisher:	Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business
Subject:	Statistischer Test \| Statistical test \| Zeitreihenanalyse \| Time series analysis

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