Seasonal nonlinear long memory model for the US inflation rates
From MaRDI portal
Publication:928152
DOI10.1007/s10614-007-9116-0zbMath1136.91563MaRDI QIDQ928152
Mohamed Boutahar, Adnen Ben Nasr, Ahdi Noomen Ajmi
Publication date: 11 June 2008
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-007-9116-0
91B84: Economic time series analysis
Related Items
Behaviour of skewness, kurtosis and normality tests in long memory data, Fractionally integrated time varying GARCH model
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Changes in seasonal patterns
- Testing the adequacy of smooth transition autoregressive models
- A nonlinear long memory model, with an application to US unemployment.
- Long memory processes and fractional integration in econometrics
- The Econometric Analysis of Seasonal Time Series
- Testing linearity against smooth transition autoregressive models
- Fractional differencing
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Semiparametric robust tests on seasonal or cyclical long memory time series
- The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
- Unemployment and Inflation Regimes