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Fractional integration and structural breaks in U.S. macro dynamics

✍ Scribed by Luis A. Gil-Alana, Antonio Moreno

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Fractional integration and structural br

✍ Luis A. Gil-Alana 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 776 KB

Structural breaks and fractional integra

✍ Luis A. Gil-Alana 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 149 KB

Testing for Fractional Integration Versu

✍ Laura Mayoral 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 315 KB

Are U.S. stock prices mean reverting? So

✍ Steven P. Clark; T. Daniel Coggin 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 320 KB

Dynamics of regional unemployment rates

✍ Erik Alencar de Figueiredo 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 490 KB

A joint test of fractional integration a

✍ Luis A. Gil-Alana 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 130 KB