What is What? A Simple Time-Domain Test of Long-memory vs. Structural Breaks

Juan Dolado, Jesus Gonzalo and Laura Mayoral

No 258, Working Papers from Barcelona School of Economics

Abstract: This paper proposes a new time-domain test of a process being I(d), 0

Date: 2005-09
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Citations: View citations in EconPapers (21)

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Working Paper: What is what?: A simple time-domain test of long-memory vs. structural breaks (2005)
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