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Newbold, P.
Agiakloglou, C.
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Econometric theory
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1
LONG MEMORY TESTING IN THE TIME DOMAIN
Demetrescu, Matei
;
Kuzin, Vladimir
;
Hassler, Uwe
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 176-215
Persistent link: https://www.econbiz.de/10007896789
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2
The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
Agiakloglou, C.
;
Newbold, P.
- In:
Economics letters
52
(
1996
)
3
,
pp. 229-234
Persistent link: https://www.econbiz.de/10006795205
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3
Adventures with ARIMA software
Newbold, P.
;
Agiakloglou, C.
;
Miller, J.
- In:
International journal of forecasting
10
(
1994
)
4
,
pp. 573-582
Persistent link: https://www.econbiz.de/10007011521
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