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Bootstrap assisted specification tests for the FARIMA model

Delgado, Miguel A and Hidalgo, Javier and Velasco, Carlos (2009) Bootstrap assisted specification tests for the FARIMA model. In: Third Time Series conference, 22-23 May 2009, Montréal, Canada.

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Abstract

This article proposes omnibus bootstrap specification tests for the FARIMA model using statistics based on Bartlett's Tp

Item Type: Conference or Workshop Item (Paper)
Official URL: http://www.cireq.umontreal.ca/home.html
Additional Information: © 2009 The Authors
Subjects: H Social Sciences > HB Economic Theory
Sets: Departments > Economics
Collections > Economists Online
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Date Deposited: 19 Apr 2011 08:55
Last Modified: 19 Apr 2011 08:55
URI: http://eprints.lse.ac.uk/id/eprint/35738

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