Pages that link to "Item:Q4299032"
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The following pages link to LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE (Q4299032):
Displaying 13 items.
- Bias correction for the regression-based LM fractional integration test (Q732235) (← links)
- Bootstrapping long memory tests: some Monte Carlo results (Q961426) (← links)
- Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- (Q2971501) (← links)
- HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT (Q3652625) (← links)
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
- A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION (Q4406237) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- LONG MEMORY AND PERSISTENCE IN DOLLAR-BASED REAL EXCHANGE RATES (Q5696886) (← links)