Bias correction for the regression-based LM fractional integration test (Q732235): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10182-008-0058-1
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@@ Property / OpenAlex ID @@
+W2012486614
@@ Property / OpenAlex ID: W2012486614 / rank @@
+Normal rank
@@ Property / cites work @@
+LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE
+Normal rank
@@ Property / cites work @@
+Inference on the cointegration rank in fractionally integrated processes.
+Normal rank
@@ Property / cites work @@
+LONG MEMORY TESTING IN THE TIME DOMAIN
@@ Property / cites work: LONG MEMORY TESTING IN THE TIME DOMAIN / rank @@
+Normal rank
@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Q4407616
@@ Property / cites work: Q4407616 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
+Normal rank
@@ Property / cites work @@
+Efficient Tests of Nonstationary Hypotheses
@@ Property / cites work: Efficient Tests of Nonstationary Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+THE NONSTATIONARY FRACTIONAL UNIT ROOT
@@ Property / cites work: THE NONSTATIONARY FRACTIONAL UNIT ROOT / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:732235