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    Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks
    13 years 5 months ago
    Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks
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    In this paper we use a general procedure for fractional integration and structural breaks at unknown points in time, which allows for different orders of integration and determini...
    Guglielmo Maria Caporale, Luis A. Gil-Alana
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