Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks

DOI10.1016/j.csda.2008.04.023zbMath1452.62889OpenAlexW2063016243MaRDI QIDQ1023866

Guglielmo Maria Caporale, Luis A. Gil-Alana

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.04.023

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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