ResultsLongMemoryTesting_AAPL.xlsx
Creators:
Marina Balboa
;
Paulo M.M. Rodrigues
;
Antonio Rubia
;
A. M. Robert Taylor
From the dataset abstract
We introduce a new joint test for the order of fractional integration of a multivariate fractionally integrated vector autoregressive (FIVAR) time series based on applying the Lagrange...
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/4c1cd222-2bfc-400b-9d7d-662d4c467526/resource/dc4f2a1a-fab5-443d-9417-28e5b196fd65/download/resultslongmemorytesting_aapl.xlsx |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
