Simple wald tests of the fractional integration parameter : an overview of new results
Juan J. Dolado, Jesus Gonzalo, and Laura Mayoral
| Year of publication: |
2009
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|---|---|
| Authors: | Dolado, Juan J. ; Gonzalo, Jesús ; Mayoral, Laura |
| Published in: |
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry. - Oxford [u.a.] : Oxford Univ. Press, ISBN 978-0-19-923719-7. - 2009, p. 300-321
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| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003857849