Modeling US historical time-series prices and inflation using alternative long-memory approaches
Year of publication: |
2020
|
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Authors: | Canarella, Giorgio ; Gil-Alaña, Luis A. ; Gupta, Rangan ; Miller, Stephen M. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 4, p. 1491-1511
|
Subject: | Persistence | Cyclicality | Chebyshev polynomials | Gegenbauer processes | Zeitreihenanalyse | Time series analysis | Inflation | Schätztheorie | Estimation theory |
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