Long memory time series and fractional integration: a cliometric contribution to French and German economic and social history

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Abstract: Das Arbeitspapier stellt fraktionale integrierte Prozesse dar, welche die wesentlichen Modelle sind, um Langzeit-Gedächtnis-Phänomene zu beschreiben (Abschnitt 1). Abschnitt 2 definiert kurz das Konzept der fraktionalen Integration, zeigt dessen Haupteigenschaften und gibt einen Überblick über die Schätzverfahren. Eine Untersuchung ihrer Erweiterungen mit dem Ziel, die zyklische Langzeit-Entwicklung zu modellieren, wird in Abschnitt 3 vorgestellt. Abschnitt 4 bekräftigt die Anwendung von sozioökonomischen Zeitreihen für Frankreich und Deutschland im 19. und 20. Jahrhundert. (ICIÜbers)

Alternative title: Langzeit-Gedächtnis-Zeitreihen und fraktionale Integration: ein cliometrischer Beitrag zur französischen und deutschen Wirtschafts- und Sozialgeschichte

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Long memory time series and fractional integration: a cliometric contribution to French and German economic and social history ; volume:25 ; number:3/4 ; year:2000 ; pages:4-22
Veröffentlichungsversion
begutachtet (peer reviewed)
Historical social research ; 25, Heft 3/4 (2000), 4-22

Classification: Sozialwissenschaften, Soziologie, Anthropologie
Geschichte

Creator: Diebolt, Claude
Guiraud, Vivien

DOI: 10.12759/hsr.25.2000.3/4.4-22

URN: urn:nbn:de:0168-ssoar-31582

Rights: Open Access; Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 11:01 AM CEST

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Diebolt, Claude
Guiraud, Vivien

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Long memory time series and fractional integration: a cliometric contribution to French and German economic and social history

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