Testing fractional integration with monthly data
Luis A. Gil-Alana
| Year of publication: |
1999
|
|---|---|
| Authors: | Gil-Alaña, Luis A. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 16.1999, 4, p. 613-629
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| Subject: | Zeitreihenanalyse | Time series analysis | Saisonale Schwankungen | Seasonal variations | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001426392