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Power comparison among tests for fractional unit roots - MaRDI portal

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Power comparison among tests for fractional unit roots (Q1934727)

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scientific article; zbMATH DE number 6132322
Language Label Description Also known as
English
Power comparison among tests for fractional unit roots
scientific article; zbMATH DE number 6132322

    Statements

    title
    Power comparison among tests for fractional unit roots (English)
    0 references
    author
    I. N. Lobato
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    publication date
    29 January 2013
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    zbMATH Keywords
    long memory
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    serial correlation
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F03
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    62F05
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    zbMATH DE Number
    6132322
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    OpenAlex ID
    W1976316133
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