unilateral and bilateral bootstrap tests for long memory

Christian de Peretti ()

No 334, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: bootstrap; long memory; test (search for similar items in EconPapers)
JEL-codes: C14 C15 (search for similar items in EconPapers)
Date: 2002-07-01

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Persistent link: http://EconPapers.repec.org/RePEc:sce:scecf2:334

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