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Occasional structural breaks and long memory
Granger, C. W. J.
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Hyung, Namwon
- In:
Annals of economics and finance
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2013
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pp. 721-746
Persistent link: https://www.econbiz.de/10010237888
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On model approximation for long-memory process : a cautionary results ; an essay in honor of Professor G. S. Maddala
Granger, C. W. J.
- In:
Annals of economics and finance
2
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2001
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pp. 97-100
Persistent link: https://www.econbiz.de/10001732259
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