Testing the unit root hypothesis using generalized range statistics
Cavaliere, Giuseppe
Testing the unit root hypothesis using generalized range statistics J5708 2001 - 2001 - 70-88 V. 04 Issue. 1
Econometrics
Rescaled range statistics;Unit root tests;Long Memory;
Testing the unit root hypothesis using generalized range statistics J5708 2001 - 2001 - 70-88 V. 04 Issue. 1
Econometrics
Rescaled range statistics;Unit root tests;Long Memory;