Forecasting the real output using fractionally integrated techniques
Year of publication: |
2001
|
---|---|
Authors: | Gil-AlaƱa, Luis A. |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Long memory | Fractional integration | Nonstationarity |
Series: | SFB 373 Discussion Paper ; 2001,27 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 724878432 [GVK] hdl:10419/62689 [Handle] RePEc:zbw:sfb373:200127 [RePEc] |
Classification: | C22 - Time-Series Models |
Source: |
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