A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION
Year of publication: |
2001
|
---|---|
Authors: | Silvapulle, Paramsothy |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 20.2001, 1, p. 85-104
|
Publisher: |
Taylor & Francis Journals |
Subject: | Seasonal fractional roots | Long-memory | Fractional cointegration | One-sided alternatives | and C32 |
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