Tests of bias in log-periodogram regression

Economics Letters

Volumn 102, Issue 2, 2009, Pages 83-86

  Davidson, James ^a   Sibbertsen, Philipp ^b  

^a UNIVERSITY OF EXETER   (United Kingdom)

^b LEIBNIZ UNIVERSITY HANNOVER   (Germany)

Author keywords

Hausman test; Log periodogram regression; Long memory

Indexed keywords

EID: 58549108181     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2008.11.020     Document Type: Article

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