Deterministic versus stochastic seasonal fractional integration and structural breaks

  1. Caporale, G.M.
  2. Cunado, J.
  3. Gil-Alana, L.A.
Journal:
Statistics and Computing

ISSN: 0960-3174

Year of publication: 2012

Volume: 22

Issue: 2

Pages: 349-358

Type: Article

DOI: 10.1007/S11222-011-9227-2 GOOGLE SCHOLAR
Data source: Scopus