Monitoring a change in persistence of a long range dependent time series
Year of publication: |
2011
|
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Authors: | Heinen, Florian ; Willert, Juliane |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Change in persistence | long range dependency | MOSUM test |
Series: | Diskussionsbeitrag ; 479 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 702874124 [GVK] hdl:10419/73135 [Handle] RePEc:han:dpaper:dp-479 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models |
Source: |
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