Pages that link to "Item:Q1927900"
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The following pages link to Long memory or structural changes: an empirical examination on inflation rates (Q1927900):
Displaying 14 items.
- A simple test on structural change in long-memory time series (Q135940) (← links)
- Testing structural breaks versus long memory with the Box-Pierce statistics: a Monte Carlo study (Q257526) (← links)
- Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
- Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
- When long memory meets the Kalman filter: a comparative study (Q1623533) (← links)
- Estimating memory parameter in the US inflation rate (Q1927805) (← links)
- Distinguishing between breaks in the mean and breaks in persistence under long memory (Q2208689) (← links)
- The cyclical structure of the UK inflation rate: 1210--2016 (Q2311170) (← links)
- Estimation methods for the LRD parameter under a change in the mean (Q2633430) (← links)
- Bootstrapping regression models with locally stationary disturbances (Q2666048) (← links)
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
- An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes (Q3616259) (← links)
- Modelling U.S. monthly inflation in terms of a jointly seasonal and non-seasonal long memory process (Q5467275) (← links)
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
