Testing for long memory
Year of publication: |
2008
|
---|---|
Authors: | Harris, David ; McCabe, Brendan Peter Martin ; Leybourne, Stephen James |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 1, p. 143-175
|
Subject: | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
-
Does seasonal adjustment distort tests of stationarity? : Some small sample evidence
Olekalns, Nilss, (1994)
-
Specifying and diagnostically testing econometric models
Stokes, Houston H., (1991)
-
Testing, confidence regions, model selection, and asymptotic theory
Gourieroux, Christian, (1995)
- More ...
-
A residual-based test for stochastic cointegration
McCabe, Brendan Peter Martin, (2006)
-
Modified KPSS tests for near integration
Harris, David, (2007)
-
Panel stationarity tests for purchasing power parity with cross-sectional dependence
Harris, David, (2005)
- More ...