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A test for fractional cointegration using the sieve bootstrap
Gerolimetto, Margherita
;
Procidano, Isabella
- In:
Statistical Methods and Applications
17
(
2008
)
3
,
pp. 373-391
Persistent link: https://www.econbiz.de/10005596317
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Testing structural breaks versus long memory with the Box–Pierce statistics: a Monte Carlo study
Bisaglia, Luisa
;
Gerolimetto, Margherita
- In:
Statistical Methods and Applications
18
(
2009
)
4
,
pp. 543-553
Persistent link: https://www.econbiz.de/10008537604
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