A mean shift break in the US interest rate. (Q1852937): Difference between revisions
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Property / cites work: Long memory processes and fractional integration in econometrics / rank | |||
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Property / cites work: Fractional integration analysis of long-run behavior for US macroeconomic time series / rank | |||
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Revision as of 11:20, 5 June 2024
scientific article
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English | A mean shift break in the US interest rate. |
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A mean shift break in the US interest rate. (English)
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21 January 2003
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Interest rates
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Fractional integration
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Structural break
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