Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209): Difference between revisions

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-George Kapetanios
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+George Kapetanios
@@ Property / author: George Kapetanios / rank @@
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+https://doi.org/10.1080/07474938.2011.553568
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+W1988614226
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@@ Property / cites work @@
+Long memory processes and fractional integration in econometrics
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+Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model
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