Semiparametric estimation of the fractional differencing parameter of measures of the U. K. unemployment

DOI10.1023/A:1015509225232zbMath1030.91515OpenAlexW1655511691MaRDI QIDQ1863709

Luis A. Gil-Alana

Publication date: 12 March 2003

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1015509225232

zbMATH Keywords

semiparametric estimationfractional integrationlong memoryunemployment

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

This page was built for publication: Semiparametric estimation of the fractional differencing parameter of measures of the U. K. unemployment