Exponential time trends in a fractional integration model
Year of publication: |
2024
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-AlaƱa, Luis A. |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 12.2024, 2, Art.-No. 15, p. 1-14
|
Subject: | exponential time trends | fractional integration | Monte Carlo simulations | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation |
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