The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models
Luis A. Gil-Alana
| Year of publication: |
2001
|
|---|---|
| Authors: | Gil-Alaña, Luis A. |
| Publisher: |
Berlin : Sonderforschungsbereich 373 |
| Subject: | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | ARMA-Modell | ARMA model |
| Extent: | 6 S graph. Darst |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse. - Berlin : Sonderforschungsbereich 373, ISSN 1436-0640, ZDB-ID 2371631-9. - Vol. 2001,66 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://sfb.wiwi.hu-berlin.de/papers/2001/dpsfb200166.ps.Z Internetausg.: http://sfb.wiwi.hu-berlin.de/papers/2001/dpsfb200166.pdf.zip |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001618711