Testing for a change in mean under fractional integration

Iacone, Fabrizio orcid.org/0000-0002-2681-9036, Leybourne, Stephen and Taylor, A M Robert (2017) Testing for a change in mean under fractional integration. Journal of Time Series Econometrics. ISSN 1941-1928

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Copyright, Publisher and Additional Information: This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details
Dates:
  • Accepted: 9 June 2016
  • Published (online): 22 July 2016
  • Published: January 2017
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 21 Nov 2016 17:08
Last Modified: 05 Jan 2020 03:58
Published Version: https://doi.org/10.1515/jtse-2015-0006
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1515/jtse-2015-0006

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Description: Testing for a Change in Mean under Fractional Integration

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