Bootstrapping the Small Sample Critical Values of the Rescaled Range Statistic
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Citations
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Cited by:
- Guglielmo Caporale & Luis Gil-Alana, 2013.
"Long memory in US real output per capita,"
Empirical Economics,
Springer, vol. 44(2), pages 591-611, April.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," CESifo Working Paper Series 2671, CESifo Group Munich.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," Discussion Papers of DIW Berlin 891, DIW Berlin, German Institute for Economic Research.
- Murphy, A. & Izzeldin, M., 2009.
"Bootstrapping long memory tests: Some Monte Carlo results,"
Computational Statistics & Data Analysis,
Elsevier, vol. 53(6), pages 2325-2334, April.
- Anthony Murphy & M Izzeldin, 2006. "Bootstrapping long memory tests: some Monte Carlo results," Working Papers 574547, Lancaster University Management School, Economics Department.
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