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

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Publication:1623546

DOI10.1016/j.csda.2012.07.021zbMath1506.62126OpenAlexW2016216763MaRDI QIDQ1623546

Luis F. Martins, Paulo M. M. Rodrigues

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://www.bportugal.pt/sites/default/files/anexos/papers/wp201030.pdf




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