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Do long-memory models have long memory?
Andersson, Michael K. - In: On testing and forecasting in fractionally integrated …, (pp. 29-40). 1998
Persistent link: https://www.econbiz.de/10001440033
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On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K. - In: On testing and forecasting in fractionally integrated …, (pp. 29-40). 1998
Persistent link: https://www.econbiz.de/10001440059
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Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Andersson, Michael K. - In: On testing and forecasting in fractionally integrated …, (pp. 57-68). 1998
Persistent link: https://www.econbiz.de/10001440089
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Bootstrap testing for fractional integration
Andersson, Michael K. - In: On testing and forecasting in fractionally integrated …, (pp. 77-90). 1998
Persistent link: https://www.econbiz.de/10001440091
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Robust testing for fractional integration using the bootstrap
Andersson, Michael K. - In: On testing and forecasting in fractionally integrated …, (pp. 91-111). 1998
Persistent link: https://www.econbiz.de/10001440092