Origins of spurious long memory
Year of publication: |
2017
|
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Authors: | Leschinski, Christian ; Sibbertsen, Philipp |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Long Memory | Spurious Long Memory | Structural Change |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 889204624 [GVK] hdl:10419/172849 [Handle] RePEc:han:dpaper:dp-595 [RePEc] |
Classification: | c18 ; C32 - Time-Series Models |
Source: |
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