A Class Test for Fractional Integration

DOI10.2202/1558-3708.1382zbMATH Open1416.62669OpenAlexW2077999426MaRDI QIDQ5452775FDOQ5452775

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

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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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