APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL
| Year of publication: |
2010
|
|---|---|
| Authors: | Ashley, Richard A. ; Patterson, Douglas M. |
| Published in: |
Macroeconomic Dynamics. - Cambridge University Press. - Vol. 14.2010, S1, p. 59-87
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |