Bias correction for the regression-based LM fractional integration test

Matei Demetrescu and Adina Tarcolea

AStA Advances in Statistical Analysis, 2008, vol. 92, issue 1, 99 pages

Keywords: Long memory testing; Small-sample behavior; Bias approximation (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10182-008-0058-1

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