Unit root tests using semi-parametric estimators of the long-memory parameter (Q5485072)
From MaRDI portal
scientific article; zbMATH DE number 5050374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root tests using semi-parametric estimators of the long-memory parameter |
scientific article; zbMATH DE number 5050374 |
Statements
Unit root tests using semi-parametric estimators of the long-memory parameter (English)
0 references
28 August 2006
0 references
long memory
0 references
semi-parametric estimators
0 references
bootstrap
0 references
ADF test
0 references
prices of soy grain and soy flour
0 references
0 references
0 references
