A Class Test for Fractional Integration

DOI10.2202/1558-3708.1382MaRDI QIDQ5452775zbMATH OpenOpenAlexFDO

Authors Melvin J. Hinich, Terence T. L. Chong

Publication date 4 April 2008

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1382

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(3)

• TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
• An Omnibus Test for Time Series ModelI(d)
• A fractional integration analysis of the population in some OECD countries

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