Fractional integration and deterministic trends. An investigation and an illustration with the US GNP

DOI10.12988/IJCMS.2007.07008zbMath1112.62092OpenAlexW2512593237MaRDI QIDQ3440051

Luis A. Gil-Alana

Publication date: 21 May 2007

Published in: International Journal of Contemporary Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/80aec33ee679f9df161c922a7dd11da4e3706ca0

zbMATH Keywords

US output

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

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