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~isPartOf:"CESifo Working Paper"
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~person:"Caporale, Guglielmo Maria"
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Caporale, Guglielmo Maria
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A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
-
2007
, employment and GDP in both the US and
Mexico
. For the subsample preceding the break our findings are similar to those of earlier … parameters being higher than 1 in the case of
Mexico
. …
Persistent link: https://www.econbiz.de/10010264093
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