Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209): Difference between revisions
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Revision as of 06:31, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model |
scientific article |
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Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (English)
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27 July 2011
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long memory \(I(d)\) and ESTAR processes
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Monte Carlo simulations
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real exchange rates
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real interest rates
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Wald tests
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