𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Estimating memory parameter in the US inflation rate

✍ Scribed by Jin Lee


Book ID
116421030
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
83 KB
Volume
87
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The underlying inflation rate
✍ Lok Sang Ho πŸ“‚ Article πŸ“… 1982 πŸ› Springer US 🌐 English βš– 101 KB
Estimating and forecasting the long-memo
✍ C. Bisognin; S. R. C. Lopes πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 584 KB

## Abstract We consider one parametric and five semiparametric approaches to estimate __D__ in SARFIMA (0, __D__, 0)~__s__~ processes, that is, when the process is a fractionally integrated ARMA model with seasonality __s__. We also consider __h__‐step‐ahead forecasting for these processes. We pres

Testing and forecasting the degree of in
✍ Luis A. Gil-Alana πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 141 KB πŸ‘ 1 views

In this article we model the log of the US inflation rate by means of fractionally integrated processes. We use the tests of Robinson (1994) for testing this type of hypothesis, which include, as particular cases, the I(0) and I(1) specifications, and which also, unusually, have standard null and lo