Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
- Cuestas, J.C.
- Gil-Alana, L.A.
ISSN: 1558-3708, 1081-1826
Année de publication: 2016
Volumen: 20
Número: 1
Pages: 57-74
Type: Article
Revue:
Studies in Nonlinear Dynamics and Econometrics