Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited
| Year of publication: |
2007
|
|---|---|
| Authors: | Gil-Alana, L. |
| Published in: |
Empirica. - Springer, ISSN 0340-8744. - Vol. 34.2007, 2, p. 139-154
|
| Publisher: |
Springer |
| Subject: | Fractional integration | Cyclical behaviour | Long memory |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005810516