Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10003283953
Persistent link: https://www.econbiz.de/10003283961
Deciding whether a time series that appears nonstationary is in fact fractionally integrated or subject to structural change is a diffcult task. However, various tests have recently been introduced for distinguishing long memory from level shifts and nonlinearity. In this paper, three testing...
Persistent link: https://www.econbiz.de/10009724409
Persistent link: https://www.econbiz.de/10008938328
Persistent link: https://www.econbiz.de/10003258132
Persistent link: https://www.econbiz.de/10001238921