SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks · Study

ArticleShelves

ArticleDeterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks

Guglielmo Maria Caporale2007

OA

Articlegreen2007

Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks

Guglielmo Maria Caporale · Juncal Cuñado · Luis A. Gil-Alana

13 citations·0/0 files stored·Statistics and Computing

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Complex Systems and Time Series Analysis Time Series Analysis and Forecasting

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 13 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1990Seasonal integration and cointegration 2001Long memory and regime switching 1994Efficient Tests of Nonstationary Hypotheses 2004Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns 1984Testing for Unit Roots in Seasonal Time Series

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2007Real options and human capital investmentarticle · 15 shared references 2009International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specificationsarticle · 14 shared references 2007Real Options and Human Capital Investmentpreprint · 13 shared references 2009Exports, unemployment, and the welfare statearticle · 13 shared references 2007Retirement, Pensions, and Ageingpreprint · 12 shared references 2007Political Pressures and Monetary Mystiquepreprint · 11 shared references

Details

Year2007

Typearticle

Published2007-01-01

VenueStatistics and Computing

ISSN-L0960-3174

Languageen

Citations13

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1007/s11222-011-9227-2

openalex_workW2161021944

Links

Imported from OpenAlex (CC0) — nothing here is generated.