Menu

Testing for Fractional Integration Versus Short Memory with Structural Breaks

Recognition Program

Authors: Laura Mayoral

Oxford Bulletin of Economics and Statistics, Vol. 74, No 2, 278--305, January, 2012
DOI: 
10.1111/j.1468-0084.2011.00645.x
This paper is acknowledged by the Barcelona School of Economics Recognition Program

© Barcelona Graduate School of Economics. All rights reserved.