Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter
Year of publication: |
2007-12-11
|
---|---|
Authors: | Chong, Terence Tai-Leung |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2007, 67, p. 1-10
|
Publisher: |
AccessEcon |
-
Did the pattern of aggregate employment growth change in the euro area in the late 1990s?
Mourre, Gilles, (2004)
-
Approximation Properties of the Neuro-Fuzzy Minimum Function
Gottschling, Andreas, (1999)
-
IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample
Bender, Stefan, (2000)
- More ...
-
Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong, (2012)
-
A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS
CHONG, TERENCE TAI-LEUNG, (2013)
-
Pang, Tianxiao, (2014)
- More ...