Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Sibbertsen, Philipp | de |
dc.date.accessioned | 2004-12-06T18:50:58Z | - |
dc.date.available | 2004-12-06T18:50:58Z | - |
dc.date.issued | 2001 | de |
dc.identifier.uri | http://hdl.handle.net/2003/5279 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-14206 | - |
dc.description.abstract | We discuss the increasing literature on misspecifying structural breaks or more general trends as long range dependence. We consider tests on structural breaks in the long-memory regression model as well as the behaviour of estimators of the memory parameter when structural breaks or trends are in the data but long-memory is noties It can be seen that it is hard to distinguish deterministic trends from long-range dependence. | en |
dc.format.extent | 299638 bytes | - |
dc.format.extent | 598448 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/postscript | - |
dc.language.iso | en | de |
dc.publisher | Universitätsbibliothek Dortmund | de |
dc.subject | long-memory | en |
dc.subject | structural breaks | en |
dc.subject | trends | en |
dc.subject.ddc | 310 | de |
dc.title | Long-Memory versus Structural Breaks: An overview | en |
dc.type | Text | de |
dc.type.publicationtype | report | en |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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28_01.pdf | DNB | 292.62 kB | Adobe PDF | View/Open |
tr28-01.ps | 584.42 kB | Postscript | View/Open |
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