Efficient Wald Tests for Fractional Unit Roots (Q5437904)
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scientific article; zbMATH DE number 5230464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Wald Tests for Fractional Unit Roots |
scientific article; zbMATH DE number 5230464 |
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Efficient Wald Tests for Fractional Unit Roots (English)
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28 January 2008
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long memory
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serial correlation
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Dickey-Fuller test
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Lagrange multiplier test
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fractional processes
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local power
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