Multivariate Lagrange Multiplier Tests for Fractional Integration
Year of publication: |
2003
|
---|---|
Authors: | Nielsen, Morten Ørregaard |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
Description of contents: | Abstract [papers.ssrn.com] |
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