Testing long memory in the presence of structural breaks : an application to regional and national housing markets
Geoffrey M. Ngene, Charles A. Lambert, Ali F. Darrat
| Year of publication: |
May 2015
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|---|---|
| Authors: | Ngene, Geoffrey M. ; Lambert, Charles A. ; Darrat, Ali F. |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 50.2015, 4, p. 465-483
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| Subject: | Long memory | Structural breaks | Regional Housing prices | Regimes | Strukturbruch | Structural break | Immobilienpreis | Real estate price | Zeitreihenanalyse | Time series analysis | Wohnungsmarkt | Housing market | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11146-014-9483-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474578