On finite sample properties of the tests of robinson (1994) for fractional integration

DOI10.1080/0094965031000116942MaRDI QIDQ4450409zbMATHOpenAlexFDO

Authors Luis A. Gil-Alana, Bertrand Candelon

Publication date 15 February 2004

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0094965031000116942

zbMATH Keywords

bootstraptablessimulationsfractional integration

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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• Evaluation of robinson's (1994) Tests in finite samples
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Cited in

(3)

• The Tests of Robinson in the Context of AR(1) Disturbances
• The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain
• Evaluation of robinson's (1994) Tests in finite samples

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