Finite Sample Performance of Frequency- and Time-Domain Tests for Seasonal Fractional Integration

AuthID
 P-006-9MQ
3
Author(s)
Rubia, A
·
Valle e Azevedo, JVE
Document Type
Article
Year published
2013
Published
in JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, ISSN: 0094-9655
Volume: 83, Issue: 7, Pages: 1373-1384 (12)
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Publication Identifiers
Scopus: 2-s2.0-84880312589
Wos: WOS:000321690600013
Source Identifiers
ISSN: 0094-9655
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