Forecasting Long Memory Series Subject to Structural Change: A Two-Stage Approach
Year of publication: |
2014-12-15
|
---|---|
Authors: | Dias, Gustavo Fruet ; Papailias, Fotis |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Forecasting | Spurious Long Memory | Structural Change | Local Whittle |
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