Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models.
Year of publication: |
1999
|
---|---|
Authors: | Lacroix, R. |
Institutions: | Banque de France |
Subject: | TESTING | ECONOMETRICS | REGRESSION ANALYSIS |
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Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II.
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