A Score Test for Seasonal Fraction Integration and Cointegration
Year of publication: |
1996
|
---|---|
Authors: | Silvapulle, Param |
Institutions: | Department of Economics and Finance, La Trobe Business School |
Subject: | Statistics | Tests | Time Series |
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A Lagrange Multiplier Test Seasonal Fractional Integration
Silvapulle, Param, (1995)
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A Score Test for Seasonal Fractional Integration and Cointegration.
Silvapulle, P., (1995)
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A Lagrange Multiplier Test Seasonal Fractional Integration
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