Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances (Q367487)
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scientific article; zbMATH DE number 6208396
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| English | Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances |
scientific article; zbMATH DE number 6208396 |
Statements
Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances (English)
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16 September 2013
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deterministic trends
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fractional integration
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long memory
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0.8476861119270325
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0.823854386806488
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0.8040768504142761
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0.8039082288742065
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0.796781599521637
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