Fractional integration and structural breaks at unknown periods of time

Journal of Time Series Analysis

Volumn 29, Issue 1, 2008, Pages 163-185

  Gil Alana, Luis A ^a  

^a UNIVERSITY OF NAVARRA   (Spain)

Author keywords

Deterministic trends; Fractional integration; Long memory; Structural change

Indexed keywords

EID: 36849051974     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2007.00550.x     Document Type: Article

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