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      Long memory and regime switching

      Author(s): ,
      Publication date Created:
      Publication date (Print):
      Journal: Journal of Econometrics
      Publisher: Elsevier BV

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          A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

          James Hamilton (1989)
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            The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

            Pierre Perron (1989)
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              THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

              John Geweke, Susan Porter-Hudak (1983)
              Article 0 comments Cited 225 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Econometrics
                Abbreviated Title: Journal of Econometrics
                Publisher: Elsevier BV
                ISSN (Print): 03044076
                Publication date Created: November 2001
                Publication date (Print): November 2001
                Volume: 105
                Issue: 1
                Pages: 131-159
                Article
                DOI: 10.1016/S0304-4076(01)00073-2
                SO-VID: a8cb6c91-110e-47de-b0bd-35656b16b07e
                Copyright © © 2001
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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