The periodogram of spurious long-memory processes
Year of publication: |
2018
|
---|---|
Authors: | Leschinski, Christian ; Sibbertsen, Philipp |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Long Memory | Spurious Long Memory | Structural Change |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1025772423 [GVK] hdl:10419/200644 [Handle] RePEc:han:dpaper:dp-632 [RePEc] |
Classification: | c18 ; C32 - Time-Series Models |
Source: |
-
Origins of spurious long memory
Leschinski, Christian, (2017)
-
Origins of spurious long memory
Leschinski, Christian, (2017)
-
The periodogram of spurious long-memory processes
Leschinski, Christian, (2018)
- More ...
-
A multivariate test against spurious long memory
Sibbertsen, Philipp, (2015)
-
Integration and disintegration of EMU government bond markets
Leschinski, Christian, (2018)
-
A comparison of semiparametric tests for fractional cointegration
Leschinski, Christian, (2019)
- More ...