Deterministic versus stochastic seasonal fractional integration and structural breaks

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

ISSN: 0960-3174

Argitalpen urtea: 2012

Alea: 22

Zenbakia: 2

Orrialdeak: 349-358

Mota: Artikulua

DOI: 10.1007/S11222-011-9227-2 GOOGLE SCHOLAR