Long memory story of the real interest rate
type: Item
instance of: scholarly article
title: Long memory story of the real interest rate
zbMATH Open document ID: 0951.91064
DOI: 10.1016/S0165-1765(99)00272-4
author: Yanyan Li
published in: Economics Letters
publication date: 2000-06-04T00:00:00Z
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1454493
zbMATH Keywords: long memory
zbMATH Keywords: unit root
zbMATH Keywords: real interest rate
MaRDI profile type: Publication
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cites work: Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
cites work: On the power of the KPSS test of stationarity against fractionally-integrated alternatives
cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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description: scientific article; zbMATH DE number 1454493