TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION (Q3141186): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Long-Term Memory in Stock Market Prices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Fractional Unit Root Distribution / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On estimation of a regression model with long-memory stationary errors / rank | |||
Normal rank | |||
Revision as of 10:35, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION |
scientific article |
Statements
TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION (English)
0 references
10 December 1993
0 references
0 references
