On the properties of the Dickey-Pantula test against fractional alternatives
Year of publication: |
1997
|
---|---|
Authors: | Dolado, Juan J. |
Other Persons: | Mármol, Francesc (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 57.1997, 1, p. 11-16
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind, (1993)
-
Fractionally integrated models with ARCH errors
Hauser, Michael A., (1994)
- More ...
-
Asymptotic inference results for multivariate long-memory processes
Dolado, Juan J., (2004)
-
Dolado, Juan J., (1996)
-
Dolado Lobregad, Juan José, (1996)
- More ...