A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t
| Year of publication: |
2008
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|---|---|
| Authors: | Boutahar, Mohamed ; Dufrénot, Gilles ; Péguin-Feissolle, Anne |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 31.2008, 3, p. 225-242
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