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Economics Letters
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Repositório Aberto da Universidade do Porto
Article . 2014
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Economics Letters
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Article . 2014
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https://dx.doi.org/10.1016/j.e...
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Can Markov switching model generate long memory?

descriptionPublicationkeyboard_double_arrow_right Article 01 Jul 2014 Portugal English Publisher:Elsevier BVJournal:Economics Letters, volume 124, pages 117-121 (issn: 0165-1765, Copyright policy )Funded by:FCT | Inference of matrix rank,...
Authors: Natércia Fortuna; Changryong Baek; Vladas Pipiras;

doi: 10.1016/j.econlet.2014.04.030

handle: 10216/82994

Can Markov switching model generate long memory?

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

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Keywords

Time series, auto-correlation, regression, etc. in statistics (GARCH), Markov switching model, changes in mean, long memory, Social sciences, Ciências sociais, Applications of statistics to biology and medical sciences; meta analysis

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    popularity
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    influence
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    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
Green
hybrid