A Test Against Spurious Long Memory

ISSN： 0735-0015

Source： Journal of Business & Economic Statistics, Vol.29, Iss.3, 2011-07, pp. : 423-438

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Spurious Regressions in Time Series with Long Memory

By Wang Gaowen Han Nan-Wei

Communications in Statistics: Theory and Methods, Vol. 44, Iss. 4, 2015-02 ,pp. : 837-854

Taylor & Francis Ltd

Access to resources Recommend Favorite

Wilcoxon-Signed Rank Test for Long Memory Sequences

By Taufer Emanuele

Communications in Statistics: Theory and Methods, Vol. 38, Iss. 16-17, 2009-01 ,pp. : 3240-3248

Taylor & Francis Ltd

Access to resources Recommend Favorite

Preliminary Test Estimation for Regression Models with Long-Memory Disturbance

By Taniguchi Masanobu

Communications in Statistics: Theory and Methods, Vol. 38, Iss. 16-17, 2009-01 ,pp. : 3213-3224

Taylor & Francis Ltd

Access to resources Recommend Favorite

The Sensitivity of Detrended Long-Memory Processes

By Banerjee Anurag N.

Communications in Statistics: Theory and Methods, Vol. 42, Iss. 20, 2013-10 ,pp. : 3770-3780

Taylor & Francis Ltd

Access to resources Recommend Favorite

Test of Normality Against Generalized Exponential Power Alternatives

By Desgagné Alain

Communications in Statistics: Theory and Methods, Vol. 42, Iss. 1, 2013-01 ,pp. : 164-190

Taylor & Francis Ltd

Access to resources Recommend Favorite