On finite sample properties of the tests of Robinson (1994) for fractional integration

  1. Candelon, B.
  2. Gil-Alana, L.A.
Journal:
Journal of Statistical Computation and Simulation

ISSN: 0094-9655

Year of publication: 2003

Volume: 73

Issue: 6

Pages: 445-464

Type: Article

DOI: 10.1080/0094965031000116942 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus