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~isPartOf:"Forschungsinformation / Hochschule für Ökonomie Bruno Leuschner, Berlin, Sektion Leitung, Informationsverarbeitung und Statistik"
~isPartOf:"Queen's Economics Department working paper"
~person:"Ørregard Nielsen, Morten"
~subject:"Cointegration"
~subject:"Time series analysis"
~type_genre:"Multi-volume publication"
~type_genre:"Non-commercial literature"
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Ørregard Nielsen, Morten
Nielsen, Morten Ørregaard
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Forschungsinformation / Hochschule für Ökonomie Bruno Leuschner, Berlin, Sektion Leitung, Informationsverarbeitung und Statistik
Queen's Economics Department working paper
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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavalierea, Giuseppe
;
Ørregard Nielsen, Morten
; …
-
2013
-
12-2013
using either i.i.d.
resampling
or the wild bootstrap. We quantify the dependence of the asymptotic size and local power of …
Persistent link: https://www.econbiz.de/10009743847
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