Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown break points
Year of publication: |
2013
|
---|---|
Authors: | Wang, Shin-Huei ; Vasilakis, Chrysovalantis |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 118.2013, 2, p. 389-392
|
Publisher: |
Elsevier |
Subject: | Structural breaks | Predictive tests | Long memory |
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