A multivariate long-memory model with structural breaks
Year of publication: |
2007
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis A. |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Zeitreihenanalyse | Multivariate Analyse | Strukturbruch | Theorie | Schätzung | Konjunktur | USA | Mexiko |
Series: | CESifo Working Paper ; 1950 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 538088508 [GVK] hdl:10419/25995 [Handle] |
Classification: | C22 - Time-Series Models |
Source: |
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