TESTING FOR LONG MEMORY (Q3632375)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	TESTING FOR LONG MEMORY	scientific article

Statements

scholarly article

0 references

TESTING FOR LONG MEMORY (English)

0 references

zbMATH Open document ID

0 references

10.1017/S0266466608080080

0 references

Econometric Theory

0 references

publication date

11 June 2009

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

MaRDI profile type

MaRDI publication profile

0 references

Generalizations of the KPSS‐test for stationarity

0 references

Efficient Tests of Nonstationary Hypotheses

0 references

Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

0 references

A Nonparametric Test for I(0)

0 references

On the power of the KPSS test of stationarity against fractionally-integrated alternatives

0 references

Automatic Lag Selection in Covariance Matrix Estimation

0 references

full work available at URL

https://doi.org/10.1017/s0266466608080080

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:3632375

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3632375&oldid=36891641"