Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
author
Cuestas, Juan Carlos
Gil-Alana, Luis Alberiko
statement of authorship
Juan Carlos Cuestas and Luis Alberiko Gil-Alana
source
Studies in nonlinear dynamics & econometrics
journal volume number month
vol. 20, 1
year of publication
2016
pages
p. 57-74 : ill
url
https://doi.org/10.1515/snde-2014-0005
subject term
majandustsüklid
mittelineaarsed protsessid
polünoomid
keyword
Chebyshev polynomials
fractional integration
long run dependence
ISSN
1558-3708
notes
Bibliogr. p. 72-74
TalTech department
rahanduse ja majandusteooria instituut
language
inglise