Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances (Q367487)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances |
scientific article |
Statements
Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances (English)
0 references
16 September 2013
0 references
deterministic trends
0 references
fractional integration
0 references
long memory
0 references
