A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION |
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A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (English)
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10 December 2014
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spurious long memory
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Wald statistic
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fractional integration
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fixed-\(b\) asymptotics
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