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Forecasting a long memory process subject to structural breaks

✍ Scribed by Wang, Cindy Shin-Huei; Bauwens, Luc; Hsiao, Cheng

Book ID: 121338859
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 454 KB
Volume: 177
Category: Article
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2013.04.006

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