Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks
Year of publication: |
2007
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Cunado, Juncal ; Gil-Alana, Luis A. |
Institutions: | CESifo |
Subject: | deterministic and stochastic seasonality | fractional integration | structural breaks |
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