Long-Memory versus Structural Breaks: An overview

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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

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