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LONG MEMORY TESTING IN THE TIME DOMAIN
Demetrescu, Matei; Kuzin, Vladimir; Hassler, Uwe; … - In: Econometric theory 24 (2008) 1, pp. 176-215
Persistent link: https://www.econbiz.de/10007896789
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Long memory testing in the time domain
Demetrescu, Matei; Kuzin, Vladimir; Hassler, Uwe - In: Econometric theory 24 (2008) 1, pp. 176-215
Persistent link: https://www.econbiz.de/10003894143
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(When) do long autoregressions account for neglected changes in parameters?
Demetrescu, Matei; Hassler, Uwe - In: Econometric theory 32 (2016) 6, pp. 1317-1348
Persistent link: https://www.econbiz.de/10011661902
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Finite-sample size control of ivx-based tests in predictive regressions
Hosseinkouchack, Mehdi; Demetrescu, Matei - In: Econometric theory 37 (2021) 4, pp. 769-793
Persistent link: https://www.econbiz.de/10012618201