A new simple test against spurious long memory using temporal aggregation
Year of publication: |
2009
|
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Authors: | Kuswanto, Heri |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Zeitreihenanalyse | Statistischer Test | Theorie | Local-Whittle method | Spurious long memory | Change point | Aggregation |
Series: | Diskussionsbeitrag ; 425 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 605915881 [GVK] hdl:10419/37118 [Handle] RePEc:han:dpaper:dp-425 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models |
Source: |
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