Finite sample performance of frequency- and time-domain tests for seasonal fractional integration
- Rodrigues, P.M.M.
- Rubia, A.
- Valle e Azevedo, J.
ISSN: 0094-9655, 1563-5163
Year of publication: 2013
Volume: 83
Issue: 7
Pages: 1373-1384
Type: Article
Journal:
Journal of Statistical Computation and Simulation
