Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for persistence change in fractionally integrated models: an application to world inflation rates |
scientific article |
Statements
Testing for persistence change in fractionally integrated models: an application to world inflation rates (English)
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23 November 2018
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LM tests
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nonstationarity
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fractional integration
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persistence change
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inflation
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