Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses

  1. Gil-Alana, L.A.
Aldizkaria:
Computational Economics

ISSN: 0927-7099 1572-9974

Argitalpen urtea: 2003

Alea: 22

Zenbakia: 1

Orrialdeak: 23-38

Mota: Artikulua

DOI: 10.1023/A:1024553430101 GOOGLE SCHOLAR