Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Year of publication: |
2015
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Authors: | Yaya, OlaOluwa S. ; Gil-Alaña, Luis A. ; Carcel, Hector |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 52.2015, 1, p. 240-245
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Subject: | Fractional integration | Chebyshev polynomial | Natural gas | Non-linearity | Zeitreihenanalyse | Time series analysis | Erdgasmarkt | Natural gas market | Nichtlineare Regression | Nonlinear regression | Gaswirtschaft | Gas industry | Erdgas | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Theorie | Theory |
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