fb_longrun: function to estimate the fixed-b long-run variance. For...

In memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence

function to estimate the fixed-b long-run variance. For internal use only.

Description

function to estimate the fixed-b long-run variance. For internal use only.

Usage

fb_longrun(tseries, m, type = "Bartlett")

memochange documentation built on April 3, 2025, 9:21 p.m.