Pages that link to "Item:Q4677037"
From MaRDI portal
The following pages link to A joint test of fractional integration and structural breaks at a known period of time (Q4677037):
Displaying 4 items.
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- A CUSUM test for a long memory heterogeneous autoregressive model (Q2453037) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
