Testing fractional order of long memory processes : a Monte Carlo study
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References listed on IDEAS
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Cited by:
- Laurent Ferrara & Dominique Guégan, 2008.
"Business surveys modelling with Seasonal-Cyclical Long Memory models,"
Economics Bulletin, AccessEcon, vol. 3(29), pages 1-10.
- Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with seasonal-cyclical long memory models," Documents de travail du Centre d'Economie de la Sorbonne b08035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00283710, HAL.
- Ferrara, L. & Guégan, D., 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Working papers 224, Banque de France.
- Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00277379, HAL.
- Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," PSE-Ecole d'économie de Paris (Postprint) halshs-00283710, HAL.
- Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Post-Print halshs-00277379, HAL.
- Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Post-Print halshs-00283710, HAL.
- repec:ebl:ecbull:v:3:y:2008:i:29:p:1-10 is not listed on IDEAS
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More about this item
Keywords
Monte Carlo simulations; Long memory processes; test; Monte Carlo simulations.; Processus de longue mémoire; simulation de Monte Carlo.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2008-03-01 (Econometric Time Series)
- NEP-ORE-2008-03-01 (Operations Research)
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