Testing for threshold effect in ARFIMA models : application to US unemployment rate data
A. Lahiani; O. Scaillet
| Year of publication: |
2009
|
|---|---|
| Authors: | Lahiani, A. ; Scaillet, Olivier |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 25.2009, 2, p. 418-428
|
| Subject: | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Arbeitslosigkeit | Unemployment | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003870074