Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
Contributeurs/tricesLahiani, A.; Scaillet, Olivier![orcid](assets/images/orcid.png)
![orcid](assets/images/orcid.png)
Collection
- Cahiers de recherche; 2008.10
Date de publication2008
Résumé
Mots-clés
- Threshold ARFIMA
- LM test
- Asymmetric time series
Structure d'affiliation
Citation (format ISO)
LAHIANI, A., SCAILLET, Olivier. Testing for threshold effect in ARFIMA models: Application to US unemployment rate data. 2008
Fichiers principaux (1)
Report
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Identifiants
- PID : unige:5716