A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191)

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A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
scientific article

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    title
    A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (English)
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    author
    Uwe Hassler
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    Jörg Breitung
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    publication date
    23 April 2007
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62H15
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    65C05
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    zbMATH DE Number
    5145610
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