The stochastic permanent break model and the fractional integration hypothesis (Q702239)
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scientific article; zbMATH DE number 2128597
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic permanent break model and the fractional integration hypothesis |
scientific article; zbMATH DE number 2128597 |
Statements
The stochastic permanent break model and the fractional integration hypothesis (English)
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17 January 2005
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Fractional integration
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long memory
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structural change
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0.87253976
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0.8543184
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0.8516426
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0.84468067
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0.84392905
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0.83829194
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