Long Memory Processes and Fractional Integration in Econometrics

R. Baillie

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{83995ae536784050b3fd81e01bea44ff,

title = "Long Memory Processes and Fractional Integration in Econometrics",

author = "R. Baillie",

note = "Pagination: 55",

year = "1996",

language = "English",

volume = "73",

pages = "5--59",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

number = "1",

}