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Long memory processes and fractional integration in econometrics

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  • Baillie, Richard T.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 73 (1996)
Issue (Month): 1 (July)
Pages: 5-59

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Handle: RePEc:eee:econom:v:73:y:1996:i:1:p:5-59

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Web page: http://www.elsevier.com/locate/jeconom

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References

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