مرکز منطقه ای اطلاع رساني علوم و فناوري

Title of article :

Short-memory and the PPP hypothesis

Author/Authors :

Mahmoud A. El-Gamal، نويسنده , , Deockhyun Ryu، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

361

To page :

391

Keywords :

PPP-puzzle , half-life , SMD , SMM , f-mixing , Persistence measures , Cross-validation , Markov models , Nonparametric time series analysis

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2006

Journal title :

Journal of Economic Dynamics and Control

Record number :

238890

Link To Document :