Tests of Bias in Log-Periodogram Regression
Year of publication: |
2005-06
|
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Authors: | Davidson, James ; Sibbertsen, Philipp |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |
Subject: | long memory | log-periodogram estimation | Hausman test |
Extent: | application/pdf |
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Series: | Hannover Economic Papers (HEP). - ISSN 0949-9962. |
Type of publication: | Book / Working Paper |
Notes: | 14 pages |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models |
Source: |
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