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1. Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inflation Rate

   Author: Gil-Alaña, Luis A.

   Published: 2005

   Publisher:  Humboldt-Universität zu Berlin, Berlin

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Other identifier:	doi: 10.18452/3616 urn: urn:nbn:de:kobv:11-10050366
   DDC Categories:	330; 380; 650; 670
   Subjects:	Statistischer Test; Inflation; Inflationsbekämpfung; Schätzung; Theorie; ARMA-Modell; :z Geschichte 1973-1994
   Other subjects:	(stw)1973-1994; (stw)Einheitswurzeltest; (stw)Inflation; (stw)Inflationsbekämpfung; (stw)Schätzung; (stw)Theorie; (stw)Brasilien; (stw)ARMA-Modell; Long memory; Fractional integration; Arbeitspapier; Graue Literatur
   Scope:	Online-Ressource
   Notes:	In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 2001, Ausgabe 67, 2001