Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; Shittu, … - In: CBN journal of applied statistics 6 (2015) 1, pp. 219-239
This paper examined the long memory features of GDP per capita data before the global financial crisis, using a sample of 26 African countries. The study employed fractional integration and tested the stability of the differencing parameter across the sample period for each country. The results...