A fractionally integrated model with a mean shift for the US and the UK real oil prices

  1. Gil-Alana, L.A.
Journal:
Economic Modelling

ISSN: 0264-9993

Year of publication: 2001

Volume: 18

Issue: 4

Pages: 643-658

Type: Article

DOI: 10.1016/S0264-9993(00)00057-2 GOOGLE SCHOLAR