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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Iranian economic review : journal of University of Tehran"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~person:"Iacone, Fabrizio"
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Conditional heteroscedasticity
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Estimation theory
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Fractional integration
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Lagrange multiplier testing principle
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Level breaks
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Local Whittle likelihood
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Nichtparametrisches Verfahren
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Iacone, Fabrizio
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
Iranian economic review : journal of University of Tehran
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
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