Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546)

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Testing for persistence change in fractionally integrated models: an application to world inflation rates
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    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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