A Comparison of the Robustness of Several Tests of Short Memory to Autocorrelated Errors

DOI10.1515/2156-6674.1002zbMath1279.62179OpenAlexW2226419515MaRDI QIDQ2870566

No author found.

Publication date: 21 January 2014

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/2156-6674.1002

zbMATH Keywords

robustnessstationarityshort memory

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35)

Related Items (1)

A test of the null of integer integration against the alternative of fractional integration

This page was built for publication: A Comparison of the Robustness of Several Tests of Short Memory to Autocorrelated Errors