On finite sample properties of the tests of robinson (1994) for fractional integration (Q4450409)
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scientific article; zbMATH DE number 2042586
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| English | On finite sample properties of the tests of robinson (1994) for fractional integration |
scientific article; zbMATH DE number 2042586 |
Statements
On finite sample properties of the tests of robinson (1994) for fractional integration (English)
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15 February 2004
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fractional integration
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simulations
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bootstrap
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tables
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0.8562743663787842
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0.8562743663787842
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0.8404050469398499
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0.8386455178260803
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0.8288570642471313
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