Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate
| Year of publication: |
2005
|
|---|---|
| Authors: | Gil-Alanaa, Luis A. |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 30.2005, 1, p. 193-207
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Long memory | Fractional integration |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005382308