Finite sample performance of frequency- and time-domain tests for seasonal fractional integration (Q5218872)
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scientific article; zbMATH DE number 7177669
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| English | Finite sample performance of frequency- and time-domain tests for seasonal fractional integration |
scientific article; zbMATH DE number 7177669 |
Statements
Finite sample performance of frequency- and time-domain tests for seasonal fractional integration (English)
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6 March 2020
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LM tests
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non-stationarity
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fractional integration
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seasonality
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0.8625447154045105
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0.827311635017395
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0.8226010799407959
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0.8166228532791138
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