Tests of bias in log-periodogram regression (Q1036842)
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scientific article; zbMATH DE number 5632835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests of bias in log-periodogram regression |
scientific article; zbMATH DE number 5632835 |
Statements
Tests of bias in log-periodogram regression (English)
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13 November 2009
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long memory
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log periodogram regression
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Hausman test
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0.9154889
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0.8660789
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0.86554164
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0.8648753
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0.85728455
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0.85403943
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0.84886086
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