Deterministic versus stochastic seasonal fractional integration and structural breaks

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

ISSN: 0960-3174

Année de publication: 2012

Volumen: 22

Número: 2

Pages: 349-358

Type: Article

DOI: 10.1007/S11222-011-9227-2 GOOGLE SCHOLAR
La source de données: Scopus