Long-Memory versus Structural Breaks: An overview

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.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.identifier.uri	http://hdl.handle.net/2003/5279
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-14206
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

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