Filtered log-periodogram regression estimation of the fractional differencing parameter d is considered. Asymptotic …

programming technique of temporal differencing with linear models. The solution algorithm provides a quick way for vehicles to be …

This paper intends to model time series with the aim of per-form forecast using integer and fractional differencing for … agricultural commodities future’s price. Time series models of the ARMA/ARIMA type (integer differencing) will be estimated and … compared to ARFIMA type models (fractional differencing). In both cases errors are modeled assuming the occurrence of …

entry. Keywords: Local taxation, spatial differencing, borders JEL Classifications: H22, H71, R38 Data: ARD, British … bias. This paper attempts to deal with all three of these problems. The crux of our approach is to use spatial differencing … control for unobservedtime-invariantsite-specific effects (ifestablishments donotmove)leavingour spatial differencing to …