TESTS FOR FRACTIONAL INTEGRATION: A MONTE CARLO INVESTIGATION

Mathematics

• Monte Carlo 100%
• Fractional Integration 100%
• Range Test 100%
• Variance 50%
• Data Series 50%
• Lagrange Multiplier Method 50%
• Autoregressive Conditional Heteroskedasticity 50%
• Monte Carlo Method 50%
• Lagrange Multiplier Test 50%

Economics, Econometrics and Finance

• Fractional Integration 100%
• Measure of Dispersion 50%
• Monte Carlo Simulation 50%
• Conditional Heteroskedasticity 50%

Psychology

• Autoregressive Conditional Heteroskedasticity 100%