Semiparametric estimation of the fractional differencing parameter of measures of the U. K. unemployment (Q1863709)
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scientific article; zbMATH DE number 1880361
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| English | Semiparametric estimation of the fractional differencing parameter of measures of the U. K. unemployment |
scientific article; zbMATH DE number 1880361 |
Statements
Semiparametric estimation of the fractional differencing parameter of measures of the U. K. unemployment (English)
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12 March 2003
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fractional integration
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unemployment
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semiparametric estimation
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long memory
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0.7668026089668274
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0.7484241724014282
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0.747122585773468
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0.7411046624183655
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0.7376696467399597
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