Author:
Ftiti Zied,Chaouachi Slim
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Economics and Econometrics,Development,Business and International Management
Reference75 articles.
1. Agiakloglou, Christos, Paul Newbold, and Mark Wohar. 1992. Bias in an estimator of the fractional difference Parameter. Journal of Time Series Analysis 13: 235–246.
2. Aloy, Marcel, Mohamed Boutahar, Karine Gente, and Anne Péguin-Feissolle. 2011. Purchasing power parity and the long-memory properties of real exchange rates: Does one size fit all? Economic Modelling 28: 1279–1290.
3. Andrews, Donald W.K., and Patrik Guggenberger. 2003. A bias-reduced log-periodogram regression estimator for the long-memory parameter. Econometrica 71: 675–712.
4. Bai, Jushan, and Pierre Perron. 1998. Estimating and testing linear models with multiple structural changes. Econometrica 66: 47–78.
5. Bai, Jushan, and Pierre Perron. 2003. Computation and analysis of multiple structural change models. Journal of Applied Econometrics 18: 1–22.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献