Pages that link to "Item:Q2204611"
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The following pages link to Testing the fractional integration parameter revisited: a fractional Dickey-Fuller test (Q2204611):
Displaying 4 items.
- Extended tabulations for Dickey-Fuller tests (Q1676641) (← links)
- Optimal Fractional Dickey–Fuller tests (Q3422396) (← links)
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
- A joint test of fractional integration and structural breaks at a known period of time (Q4677037) (← links)