Testing fractional integration with monthly data

Luis A. Gil-Alana

Year of publication:	1999
Authors:	Gil-Alaña, Luis A.
Publisher:	[London]
Subject:	Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Einheitswurzeltest \| Unit root test \| Saisonale Schwankungen \| Seasonal variations \| Monte-Carlo-Simulation \| Monte Carlo simulation

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