Testing Models of Low-Frequency Variability (Q3535755)

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Testing Models of Low-Frequency Variability
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    title
    Testing Models of Low-Frequency Variability (English)
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    DOI
    10.3982/ECTA6814
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    author
    Ulrich K. Müller
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    Mark W. Watson
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    published in
    Econometrica
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    publication date
    14 November 2008
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    Mathematics Subject Classification ID
    91B82
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    62P05
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    91B84
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    zbMATH DE Number
    5366142
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    zbMATH Keywords
    long memory
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    local-to-unity
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    unit root test
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    stationarity test
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    business cycle frequency
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    heteroskedasticity
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