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The long memory and variability of inflation : a reappraisal of the Friedman hypothesis
Baillie, Richard; Chung, Ching-fan; Tieslau, Margie A. - 1992
Persistent link: https://www.econbiz.de/10000848785
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Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
Chung, Ching-fan - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 791-806
Persistent link: https://www.econbiz.de/10001331519
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Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard - In: Journal of applied econometrics 11 (1996) 1, pp. 23-40
Persistent link: https://www.econbiz.de/10001196179