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~person:"Sibbertsen, Philipp"
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Sibbertsen, Philipp
Phillips, Peter C. B.
29
Taylor, Robert
22
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17
Xiao, Zhijie
14
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13
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Journal of econometrics
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Hannover Economic Papers (HEP)
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Diskussionsbeitrag
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A multivariate test against spurious long memory
Sibbertsen, Philipp
;
Leschinski, Christian
;
Busch, Marie
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
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2
Generating schemes for long memory processes : regimes, aggregation and linarity
Davidson, James E. H.
;
Sibbertsen, Philipp
- In:
Journal of econometrics
128
(
2005
)
2
,
pp. 253-282
Persistent link: https://www.econbiz.de/10003091350
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