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Article
Title:
On the Forecasting Ability of ARFIMA Models When Infrequent Breaks Occur
Authors:
Vasco Gabriel
(
U Surrey
,
U Minho
)
Luis Martins
(
PA State U
,
ISCTE - Instituto Universitário de Lisboa
)
Journal:
Econometrics Journal
Year:
2004
Volume:
7
Pages:
455-475
JEL codes:
C53 - Forecasting and Other Model Applications
E31 - Price Level; Inflation; Deflation
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