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Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.; Scaillet, Olivier - In: International journal of forecasting 25 (2009) 2, pp. 418-428
Persistent link: https://www.econbiz.de/10003870074
Cover Image
Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
Lahiani, A.; Scaillet, O. - In: International journal of forecasting 25 (2009) 2, pp. 418-428
Persistent link: https://www.econbiz.de/10008231943
Cover Image
Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
Lahiani, A.; Scaillet, O. - In: International journal of forecasting 25 (2009) 2, pp. 418-429
Persistent link: https://www.econbiz.de/10008892135