Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment

Computational Economics

Volumn 19, Issue 3, 2002, Pages 323-339

  Gil Alana, Luis A ^a,b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b UNIVERSITY OF NAVARRA   (Spain)

Author keywords

fractional integration; long memory; semiparametric estimation; unemployment

Indexed keywords

EID: 84867927173     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1023/A:1015509225232     Document Type: Article

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