The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models

Applied Economics

Volumn 33, Issue 10, 2001, Pages 1263-1269

  Gil Alana, L A ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

LABOR MARKET; MODEL; UNEMPLOYMENT;

EUROPE; UNITED STATES;

EID: 0034945519     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840010007137     Document Type: Article

References (10)

1. On large sample estimation for the mean of a stationary random sequence
2. An exponential model for the spectrum of a scalar time series
3. Long memory relationships and the aggregation of dynamic models
4. Some properties of time series data and their use in econometric model specification
5. An introduction to long memory time series and fractional differencing
6. Modelling persistence in hydrological time series using fractional differencing
7. Statistical inference for a random co-efficient autoregressive model
8. Efficient tests of nonstationary hypotheses
9. Maximum likelihood estimation of stationary univariate fractionally integrated time series models
10. Weak convergence to fractional Brownian motion and to the Rosenblatt process