Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials

  1. Cuestas, J.C.
  2. Gil-Alana, L.A.
Journal:
Studies in Nonlinear Dynamics and Econometrics

ISSN: 1558-3708 1081-1826

Year of publication: 2016

Volume: 20

Issue: 1

Pages: 57-74

Type: Article

DOI: 10.1515/SNDE-2014-0005 GOOGLE SCHOLAR