Fractional integration and structural breaks at unknown periods of time.

Gil-Alana, L.A. (Luis A.)

Authors:

Gil-Alana, L.A. (Luis A.)

Keywords:

Materias Investigacion::Economía y Empresa

Issue Date:

2008

Publisher:

Blackwell

ISSN:

0143-9782

Citation:

Gil Alana, Luis A. Fractional integration and structural breaks at unknown periods of time. Journal of Time Series Analysis, 2008, 29 (1), pp. 163-185.

URI:

https://hdl.handle.net/10171/7091

Appears in Collections:

DA - Economía - Working Papers 2006

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