Long-memory property of nonlinear transformations of break processes

Economics Letters

Volumn 87, Issue 3, 2005, Pages 373-377

  Yoon, Gawon ^a  

^a Pusan National University   (South Korea)

Author keywords

Fractional integration; Long memory; Nonlinearity; Occasional structural breaks

Indexed keywords

EID: 18744365195     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2004.12.013     Document Type: Article

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