Delgado, Miguel A, 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.
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 |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Journal of Economic Literature Classification System: | C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C22 - Time-Series Models C - Mathematical and Quantitative Methods > C3 - Econometric Methods: Multiple; Simultaneous Equation Models; Multiple Variables; Endogenous Regressors > C31 - Cross-Sectional Models; Spatial Models; Treatment Effect Models |
| 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 |
| URL: | http://eprints.lse.ac.uk/35738/ |
Actions (login required)
 |
Record administration - authorised staff only |
