A Lagrange multiplier test for seasonal fractional integration
By: Param Silvapulle.
Contributors: La Trobe University. Schools of Economics and Commerce.
Series: Discussion papers,; no. A.95.33; Discussion papers (La Trobe University. School of Economics) ;; no. A.95.33.
Publisher: La Trobe University, Schools of Economics and Commerce
Published: 1995
Place of publication: Bundoora, Vic., Australia
Language: eng
Number of pages: 13
Subjects: Econometrics.; Multiplier (Economics); Fractional integrals.; Time-series analysis.
Notes: Includes bibliographical references (p. 11).
"November 1995."