long range memory test ?

Bha ALdan abdul sattar Faraj @Bha_Aldan_Abdul_Sattar_Faraj

04 April 2018 0 2K Report

Long-range memory tests: Lo (1991) test, the log-period gram regression (GPH) of Geweke (1983) and the Gaussian semi-parametric estimate (GSP) of Robinson and Henry (1998). How to estimate it through software packages?

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