Long Memory Processes and Fractional Integration in Econometrics
Baillie,R.
Baillie,R.
Abstract
Description
Pagination: 55
Date
1996
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Volume Title
Publisher
Research Projects
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Citation
Baillie, R 1996, 'Long Memory Processes and Fractional Integration in Econometrics', Journal of Econometrics, vol. 73, no. 1, pp. 5-59.
License
info:eu-repo/semantics/restrictedAccess