Pages that link to "Item:Q1623546"
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The following pages link to Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546):
Displaying 7 items.
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
- Sieve bootstrap monitoring for change from short to long memory (Q1668144) (← links)
- Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
- Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- Semiparametric Detection of Changes in Long Range Dependence (Q5237527) (← links)
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
