Testing for a change in mean under fractional integration
Year of publication: |
Jan 2017
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Authors: | Iacone, Fabrizio ; Leybourne, Stephen James ; Taylor, Robert |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 9.2017, 1, p. 1-8
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Subject: | change in mean | fractional integration | Wald statistic | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Statistische Methodenlehre | Statistical theory |
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