TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN

DOI10.1017/S0266466609990338zbMath1184.62152MaRDI QIDQ3652627

Paulo M. M. Rodrigues, Antonio Rubia, Uwe Hassler

Publication date: 15 December 2009

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62H15: Hypothesis testing in multivariate analysis

65C05: Monte Carlo methods

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