TESTING FOR LONG MEMORY

By D. Harris, Brendan McCabe, S. Leybourne. Econometric Theory, 2007

60 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e8b9110b65e3d70d5efeee5d8a37aa63b7efb71c