Long Memory in Economics

2006

84 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/20f0a1af0cfe1500d2ac2750f2134a209f4cd231

Citations in the corpus

• The Economic Crisis is a Crisis for Economic Theory (2010, unknown): “10 Many of these arguments are developed in Teyssiere and Kirman (2006) 11 He started this campaign with little success at the beginning of the ‘60s, see Mandelbrot (1962).”
• A simple test of changes in mean in the possible presence of long‐range dependence (2011, unknown): “In the last two decades, we have witnessed a rapid development for statistical inference of long-range dependent (or long memory) time series; see Beran (1994), Doukhan et al. (2003), Robinson (2003), Teyssière and Kirman (2005) among others for book-length treatments of this topic.”
• A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (2008, unknown): “In the past two decades, a great deal of research has been conducted on long memory time series, and its importance has been recognized in both applied and theoretical time series literature (Doukhan, Oppenheim, and Taqqu, 2003; Robinson, 2003; Teyssiére and Kirman, 2005).”