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On semiparametric testing of I(d) by FEXP models
Masaki Narukawa
Graduate School of Humanities and Social Sciences
Faculty of Economics
Academic Field of Humanities and Social Sciences
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Mathematics
Exponential Model
100%
Fractional
60%
Broadband
59%
Testing
59%
Semiparametric Methods
57%
Spectral Density
47%
Monte Carlo Study
46%
Flexibility
39%
Test Statistic
36%
Scalar
31%
Asymptotic Behavior
29%
Modeling
27%
Performance
24%