Bias correction for the regression-based LM fractional integration test (Q732235)
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scientific article; zbMATH DE number 5612733
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| English | Bias correction for the regression-based LM fractional integration test |
scientific article; zbMATH DE number 5612733 |
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Bias correction for the regression-based LM fractional integration test (English)
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9 October 2009
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long memory testing
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small-sample behavior
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bias approximation
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0.7953580617904663
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0.7882583737373352
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0.7777290940284729
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0.7666602730751038
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