Testing for persistence change in fractionally integrated models: An application to world inflation rates

✍ Scribed by Martins, Luis F.; Rodrigues, Paulo M.M.

• Book ID: 122693674
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 473 KB
• Volume: 76
• Category: Article
• ISSN: 0167-9473
• DOI: 10.1016/j.csda.2012.07.021