The Increment Ratio Test for Long Memory

We introduce a new statistic written as a sum of certain ratios of second order increments of partial sums process Sn = n t=1 Xt of observations, which we call the Increment Ratio (IR) statistic

The Increment Ratio Test for Long Memory

We introduce a new statistic written as a sum of certain ratios of second order increments of partial sums process Sn = n t=1 Xt of observations, which we call the Increment Ratio (IR) statistic

Duration modelling with unobserved heterogeneity With applications to vacancies in Marseilles

SIGLEAvailable from British Library Document Supply Centre- DSC:6392.9259(QMWC-DE-P--313) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Double long-memory financial time series

SIGLEAvailable from British Library Document Supply Centre-DSC:6392.9259(QMWC-DE-P--348) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Matching processes in the labour market in Marseilles An econometric study

SIGLEAvailable from British Library Document Supply Centre- DSC:6392.9259(QMWC-DE-P--298) / BLDSC - British Library Document Supply CentreGBUnited Kingdo