A Simple Fractionally Integrated Model with a Time-varying...

Computational Economics 2008 / 04 Vol. 31; Iss. 3

A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameterdt

Mohamed Boutahar, Gilles Dufrénot, Anne Péguin-Feissolle
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Volume:
31
Language:
english
Pages:
17
DOI:
10.1007/s10614-007-9115-1
Date:
April, 2008
File:
PDF, 301 KB
english, 2008
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