What is what?: A simple time-domain test of long-memory vs. structural breaks

Juan Dolado, Jesus Gonzalo and Laura Mayoral

Economics Working Papers from Department of Economics and Business, Universitat Pompeu Fabra

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

Keywords: Unit root tests; structural breaks; fractional integration; long memory (search for similar items in EconPapers)
JEL-codes: C12 C22 (search for similar items in EconPapers)
Date: 2005-09
New Economics Papers: this item is included in nep-ecm and nep-ets
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (23)

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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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Persistent link: https://EconPapers.repec.org/RePEc:upf:upfgen:954

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