True or Spurious Long Memory? A New Test
Year of publication: |
2008
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Authors: | Ohanissian, Arek ; Russell, Jeffrey R. ; Tsay, Ruey S. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 26.2008, 2, p. 161-175
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