Testing unit roots and long range dependence of foreign exchange (Q2851988): Difference between revisions

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+W1921771961
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+Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models
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+Semiparametric Inference in Seasonal and Cyclical Long Memory Processes
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+LONG MEMORY TESTING IN THE TIME DOMAIN
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+Testing Fractional Order of Long Memory Processes: A Monte Carlo Study
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+Evaluation of robinson's (1994) Tests in finite samples
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+Testing of unit root and other nonstationary hypotheses in macroeconomic time series
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+ON GENERALIZED FRACTIONAL PROCESSES
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+ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION
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+A generalized fractionally differencing approach in long-memory modeling
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+Fractional differencing
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+Semiparametric estimation for seasonal long-memory time series using generalized exponential models
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+HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT
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+Efficient Wald Tests for Fractional Unit Roots
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+Efficient Tests of Nonstationary Hypotheses
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