Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546)
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scientific article; zbMATH DE number 6983992
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for persistence change in fractionally integrated models: an application to world inflation rates |
scientific article; zbMATH DE number 6983992 |
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Testing for persistence change in fractionally integrated models: an application to world inflation rates (English)
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23 November 2018
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LM tests
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nonstationarity
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fractional integration
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persistence change
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inflation
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0.8549509
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0.8540343
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0.8527058
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0.85248816
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0.8493247
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0.84622645
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