A fractionally integrated model with a mean shift for the US and the UK real oil prices
Year of publication: |
2000
|
---|---|
Authors: | Gil-Alaña, Luis A. |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | long memory | fractional integration | mean shift | real oil prices |
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