Multivariate lagrange multiplier tests for fractional integration
Morten Ørregaard Nielsen
| Year of publication: |
2005
|
|---|---|
| Authors: | Nielsen, Morten Ørregaard |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 3.2005, 3, p. 372-398
|
| Subject: | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst |
|---|---|
| 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/10002989096