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  • Search: subject:"Structural breaks models"
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Year of publication
Subject
All
Structural breaks models 5 inflation series 5 long range dependance 2 spurious long memory behavior 2 Spurious long memory behavior 1
Online availability
All
Free 5
Type of publication
All
Book / Working Paper 5
Language
All
Undetermined 3 English 2
Author
All
Charfeddine, Lanouar 5 Guegan, Dominique 4 Guégan, Dominique 1
Institution
All
HAL 3 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2
Published in...
All
Documents de travail du Centre d'Economie de la Sorbonne 2 Post-Print / HAL 2 Working Papers / HAL 1
Source
All
RePEc 5
Showing 1 - 5 of 5
Cover Image
Breaks or long memory behaviour : an empirical investigation
Charfeddine, Lanouar; Guegan, Dominique - HAL - 2012
Are structural breaks models true switching models or long memory processes ? The answer to this question remain …
Persistent link: https://www.econbiz.de/10010930163
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Cover Image
Breaks or Long Memory Behaviour : An empirical Investigation
Charfeddine, Lanouar; Guegan, Dominique - HAL - 2009
Are structural breaks models true switching models or long memory processes ? The answer to this question remain …
Persistent link: https://www.econbiz.de/10010738612
Saved in:
Cover Image
Breaks or long memory behaviour : An empirical investigation.
Charfeddine, Lanouar; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2009
Are structural breaks models true switching models or long memory processes ? The answer to this question remain …
Persistent link: https://www.econbiz.de/10005012509
Saved in:
Cover Image
Which is the best model for the US inflation rate : a structural changes model or a long memory process ?
Charfeddine, Lanouar; Guegan, Dominique - HAL - 2007
This paper analyzes the dynamics of the US inflation series using two classes of models : structural changes models and Long memory processes. For the first class, we use the Markov Switching (MS-AR) model of Hamilton (1989) and the Structural Change (SCH-AR) model using the sequential method...
Persistent link: https://www.econbiz.de/10010750804
Saved in:
Cover Image
Which is the best model for the US inflation rate : a structural changes model or a long memory.
Charfeddine, Lanouar; Guégan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2007
This paper analyzes the dynamics of the US inflation series using two classes of models : structural changes models and Long memory processes. For the first class, we use the Markov Switching (MS-AR) model of Hamilton (1989) and the Structural Change (SCH-AR) model using the sequential method...
Persistent link: https://www.econbiz.de/10005670865
Saved in:
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