A test against spurious long memory

Journal of Business and Economic Statistics

Volumn 29, Issue 3, 2011, Pages 423-438

  Qu, Zhongjun ^a  

^a Boston University   (United States)

Author keywords

Fractional integration; Frequency domain estimate; Semiparametric; Structural change; trend

Indexed keywords

EID: 79958749354     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1198/jbes.2010.09153     Document Type: Article

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