LONG MEMORY TESTING IN THE TIME DOMAIN

By Matei Demetrescu, V. Kuzin, Uwe Hassler. Econometric Theory, 2007

88 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e21349affa4b201a9672b253a2b6802cbfa1ea37

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Christoph Hanck
2. Matei Demetrescu
3. Muhammad Shahbaz
4. Sakiru Adebola Solarin
5. Ilhan Ozturk
6. K. Lumpur.

In Finance

1. Christoph Hanck
2. Matei Demetrescu
3. Muhammad Shahbaz
4. Sakiru Adebola Solarin
5. Ilhan Ozturk
6. K. Lumpur.

Citations in the corpus

• Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator (2012, background): “The ALM test’s standard normal asymptotic null distribution is affected neither by detrending (Demetrescu et al., 2008) nor by deterministic heteroskedasticity: (Kew and Harris, 2009) show that heteroskedasticity-robust standard errors ensure the robustness to unconditional heteroskedasticity as wel”