An Omnibus Test for the Fractionally Integrated Model
Other conference paper


香港中文大学研究人员 ( 现职)

庄太量教授 (经济学系)

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着者CHONG Tai Leung
会议名称International Conference on Threshold Models and New Developments in Time Series
会议国家中国
会议论文集题名International Conference on Threshold Models and New Developments in Time Series
出版年份2004
出版地China, Hong Kong
语言英式英语

关键词Omnibus Test ; Fractionally Integrated Model