A mean shift break in the US interest rate. (Q1852937): Difference between revisions

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+MaRDI publication profile
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+Long memory processes and fractional integration in econometrics
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+Fractional integration analysis of long-run behavior for US macroeconomic time series
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+Long memory and regime switching
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+Mean reversion in the real exchange rates
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+Testing Stochastic Cycles in Macroeconomic Time Series
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+Testing of unit root and other nonstationary hypotheses in macroeconomic time series
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+Efficient Tests of Nonstationary Hypotheses
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