Semiparametric estimation of the fractional differencing parameter of measures of the U. K. unemployment

DOI10.1023/A:1015509225232MaRDI QIDQ1863709zbMATH OpenOpenAlexFDO

Authors Luis A. Gil-Alana

Publication date 12 March 2003

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1015509225232

zbMATH Keywords

fractional integrationlong memorysemiparametric estimationunemployment

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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