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"Testing for persistence change in fractionally integrated models: An ..."

Luís F. Martins, Paulo M. M. Rodrigues (2014)

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DOI: 10.1016/J.CSDA.2012.07.021

access: closed

type: Journal Article

metadata version: 2020-02-18

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Luís F. Martins, Paulo M. M. Rodrigues:
Testing for persistence change in fractionally integrated models: An application to world inflation rates. Comput. Stat. Data Anal. 76: 502-522 (2014)

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