Showing 1 - 7 of 7
It is well known that, under some conditions, tests are asymptotically equivalent, and are optimal in the sense that the local power of these tests are equal to the maximum that can be achieved. However, in most practical situations, the density function f is unknown.
Persistent link: https://www.econbiz.de/10010541545
This paper develops a time domaine score statistic for testing fractional integration at zero and seasonal frequencies in quarterly time series models.
Persistent link: https://www.econbiz.de/10010541590
Persistent link: https://www.econbiz.de/10010541659
Persistent link: https://www.econbiz.de/10010541777
Persistent link: https://www.econbiz.de/10008867742
Persistent link: https://www.econbiz.de/10008867818
This paper develops a time domaine score statistic for testing fractional integration at zero and seasonal frequencies in quarterly time series models.
Persistent link: https://www.econbiz.de/10008867887