A multivariate long-memory model with structural breaks

Guglielmo Maria Caporale and Luis A. Gil-Alana

Year of publication:	Febr. 2007
Other Persons:	Caporale, Guglielmo Maria (contributor) ; Gil-Alaña, Luis A. (contributor)
Publisher:	Uxbridge : Brunel Univ. West London, Brunel Business School
Subject:	Zeitreihenanalyse \| Time series analysis \| Multivariate Analyse \| Multivariate analysis \| Strukturbruch \| Structural break \| Theorie \| Theory \| Schätzung \| Estimation \| Konjunktur \| Business cycle \| USA \| United States \| Mexiko \| Mexico

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