Structural Change and Long Memory in the Dynamic of U.S. Inflation Process
| Year of publication: |
2009
|
|---|---|
| Authors: | Belkhouja, Mustapha ; Boutahar, Mohamed |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 34.2009, 2, p. 195-216
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Long memory | Model selection | Multiple breaks | Penalizedleast-squares estimate | Pure structural change |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004976810