TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION (Q3141186): Difference between revisions

@@ Property / DOI @@
-.1111/j.1467-9892.1993.tb00149.x
@@ Property / DOI: 10.1111/j.1467-9892.1993.tb00149.x / rank @@
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@@ Property / cites work @@
+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
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@@ Property / cites work @@
+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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@@ Property / cites work @@
+The Fractional Unit Root Distribution
@@ Property / cites work: The Fractional Unit Root Distribution / rank @@
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+On estimation of a regression model with long-memory stationary errors
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@@ Property / DOI @@
+.1111/J.1467-9892.1993.TB00149.X
@@ Property / DOI: 10.1111/J.1467-9892.1993.TB00149.X / rank @@
+Normal rank