A Multivariate Long-Memory Model with Structural Breaks
Year of publication: |
[2021]
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
Publisher: |
[S.l.] : SSRN |
Subject: | Strukturbruch | Structural break | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Schätzung | Estimation | Konjunktur | Business cycle | Mexiko | Mexico |
Extent: | 1 Online-Ressource (29 p) |
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Series: | CESifo Working Paper Series ; No. 1950 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2007 erstellt |
Other identifiers: | 10.2139/ssrn.980662 [DOI] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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