Impulse responses of antipersistent processes
Year of publication: |
2012
|
---|---|
Authors: | Hassler, Uwe |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 116.2012, 3, p. 454-456
|
Publisher: |
Elsevier |
Subject: | Fractional integration | Short memory | Persistence |
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