A Score Test for Seasonal Fractional Integration and Cointegration
Param Silvapulle ()
Working Papers from University of Iowa, Department of Economics
Keywords: STATISTICS; TESTS; TIME SERIES (search for similar items in EconPapers)
References: Add references at CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Journal Article: A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION (2001)
Working Paper: A Score Test for Seasonal Fractional Integration and Cointegration (1995)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:uia:iowaec:95-08
Access Statistics for this paper
More papers in Working Papers from University of Iowa, Department of Economics University of Iowa, Department of Economics, Henry B. Tippie College of Business, Iowa City, Iowa 52242. Contact information at EDIRC.
Bibliographic data for series maintained by John Solow ().