Title of article :
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Author/Authors :
Luis A. Gil-Alana، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
16
From page :
643
To page :
658
Keywords :
Fractional integration , Long memory , mean shift , Real oil prices
Journal title :
Economic Modelling
Serial Year :
2001
Journal title :
Economic Modelling
Record number :
227512
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=227512