Testing Models of Low-Frequency Variability (Q3535755)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Models of Low-Frequency Variability |
scientific article |
Statements
Testing Models of Low-Frequency Variability (English)
0 references
14 November 2008
0 references
long memory
0 references
local-to-unity
0 references
unit root test
0 references
stationarity test
0 references
business cycle frequency
0 references
heteroskedasticity
0 references
