On Fractional Integration w. Breaks Re: Gretl-users Digest, Vol 173, Issue 19
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Dear GRETL Developers, Dear Prof. Luchetti,
Another reference is as follows:
FRACTIONAL INTEGRATION AND STRUCTURAL BREAKS AT UNKNOWN PERIODS OF TIME
[1]
LA Gil‐Alana [2] - Journal of Time Series Analysis, 2008 - Wiley Online
Library
Thank you in advance and best regards.
Taylan Zafer Bali
Links:
------
[1]
https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1467-9892.2007.00550.x
[2]
https://scholar.google.com/citations?user=owcmQIkAAAAJ&hl=tr&...
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