Testing for structural change in a long-memory environment
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 70 (1996)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/jeconom
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- Francis X. Diebold & Steven Husted & Mark Rush, 1990.
"Real exchange rates under the gold standard,"
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- Francis X. Diebold & Glenn D. Rudebusch, 1989.
"Is consumption too smooth? Long memory and the Deaton paradox,"
Finance and Economics Discussion Series
57, Board of Governors of the Federal Reserve System (U.S.).
- Diebold, Francis X & Rudebusch, Glenn D, 1991. "Is Consumption Too Smooth? Long Memory and the Deaton Paradox," The Review of Economics and Statistics, MIT Press, vol. 73(1), pages 1-9, February.
- Diebold, Francis X. & Rudebusch, Glenn D., 1989.
"Long memory and persistence in aggregate output,"
Journal of Monetary Economics,
Elsevier, vol. 24(2), pages 189-209, September.
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