A modified test against spurious long memory (Q1663949): Difference between revisions
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Revision as of 18:32, 19 March 2024
scientific article
Language | Label | Description | Also known as |
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English | A modified test against spurious long memory |
scientific article |
Statements
A modified test against spurious long memory (English)
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24 August 2018
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long memory
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structural breaks
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fractional differencing
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