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Multivariate lagrange multiplier tests for fractional integration
Ørregaard Nielsen, Morten (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712293
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Seasonal unit roots testing based on the temporal aggregation seasonal cycles
Pons Rotger, Gabriel (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001990730
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Long memory and structural breaks in Finnish and Swedish party popularity series
Asikainen, Anna-Leena (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001850850
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Testing for seasonal unit roots with temporally aggregated time series
Pons Rotger, Gabriel (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790869
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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218