Long Memory Models and Tests for Cointegration: A Synthesizing Study
| Year of publication: |
2003-08-01
|
|---|---|
| Authors: | Smallwood, Aaron D ; Norrbin, Stefan C |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | long memory | cointegration | GARMA models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 32 |
| Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; F31 - Foreign Exchange |
| Source: |
Persistent link: https://www.econbiz.de/10005132925