A Class Test for Fractional Integration
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- Chong, Terence Tai Leung & Lu, Chenxi & Chan, Wing H., 2016. "Long Range Dependence and Structural Breaks in the Gold Markets," MPRA Paper 80553, University Library of Munich, Germany.
- Chong Terence T. L. & He Qing & Hinich Melvin J, 2008. "The Nonlinear Dynamics of Foreign Reserves and Currency Crises," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(4), pages 1-18, December.
- repec:ebl:ecbull:v:3:y:2007:i:67:p:1-10 is not listed on IDEAS
- Terence Tai-Leung Chong, 2007. "Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter," Economics Bulletin, AccessEcon, vol. 3(67), pages 1-10.
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