A fractional multivariate long memory model for the US and the Canadian real output
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 81 (2003)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/ecolet
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- Imene Mootamri, 2011. "Long Memory Process in Asset Returns with Multivariate GARCH innovations," Working Papers halshs-00599250, HAL.
- Lean, Hooi Hooi & Smyth, Russell, 2009. "Long memory in US disaggregated petroleum consumption: Evidence from univariate and multivariate LM tests for fractional integration," Energy Policy, Elsevier, vol. 37(8), pages 3205-3211, August.
- Belbute, José, 2013. "Does final demand for energy in Portugal exhibit long memory?," MPRA Paper 45717, University Library of Munich, Germany.
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