True or Spurious Long Memory? A New Test
Year of publication: |
2008
|
---|---|
Authors: | Ohanissian, Arek ; Russell, Jeffrey R. ; Tsay, Ruey S. |
Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 26.2008, April, p. 161-175
|
Publisher: |
American Statistical Association |
Saved in:
Online Resource
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