Occasional structural breaks and long memory
Year of publication: |
2013
|
---|---|
Authors: | Granger, C. W. J. ; Hyung, Namwon |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 14.2013, 2, p. 721-746
|
Subject: | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States | Autokorrelation | Autocorrelation | 1928-1991 |
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Occasional structural breaks and long memory
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