A fractional multivariate long memory model for the US and the Canadian real output
type: Item
instance of: scholarly article
title: A fractional multivariate long memory model for the US and the Canadian real output
zbMATH Open document ID: 1254.91661
DOI: 10.1016/S0165-1765(03)00217-9
author: Luis A. Gil-Alana
published in: Economics Letters
publication date: 2013-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 6120169
zbMATH Keywords: multivariate tests
zbMATH Keywords: fractional integration
zbMATH Keywords: long memory
MaRDI profile type: Publication
cites work: Long memory processes and fractional integration in econometrics
cites work: Q4654883
cites work: Testing of unit root and other nonstationary hypotheses in macroeconomic time series
cites work: Efficient Tests of Nonstationary Hypotheses
full work available at URL: s0165-1765(03)00217-9
OpenAlex ID: W2029432983
description: scientific article; zbMATH DE number 6120169