Testing Models of Low-Frequency Variability (Q3535755)
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scientific article; zbMATH DE number 5366142
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing Models of Low-Frequency Variability |
scientific article; zbMATH DE number 5366142 |
Statements
Testing Models of Low-Frequency Variability (English)
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14 November 2008
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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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0.7263779044151306
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0.7116310000419617
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0.709163248538971
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0.7090460062026978
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0.7062261700630188
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