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A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d <Subscript> t </Subscript>
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational Economics 31 (2008) 3, pp. 225-241
Persistent link: https://www.econbiz.de/10005701729
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Seasonal Nonlinear Long Memory Model for the US Inflation Rates
Ajmi, Ahdi; Nasr, Adnen Ben; Boutahar, Mohamed - In: Computational Economics 31 (2008) 3, pp. 243-254
Persistent link: https://www.econbiz.de/10005542299
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Which Econometric Specification to Characterize the U.S. Inflation Rate Process?
Boutahar, Mohamed; Gbaguidi, David - In: Computational Economics 34 (2009) 2, pp. 145-172
Persistent link: https://www.econbiz.de/10004976807
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Structural Change and Long Memory in the Dynamic of U.S. Inflation Process
Belkhouja, Mustapha; Boutahar, Mohamed - In: Computational Economics 34 (2009) 2, pp. 195-216
Persistent link: https://www.econbiz.de/10004976810