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

Journal of Statistical Computation and Simulation

Volumn 73, Issue 6, 2003, Pages 445-464

  Candelon, Bertrand ^a   Gil Alana, Luis A ^b  

^a MAASTRICHT UNIVERSITY   (Netherlands)

^b UNIVERSITY OF NAVARRA   (Spain)

Author keywords

Bootstrap; Fractional integration; Monte Carlo simulations

Indexed keywords

EID: 0038245157     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/0094965031000116942     Document Type: Article

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