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Tests for long memory in a time series

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Author Info
Christopher F. Baum
Vince Wiggins

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Abstract

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File URL: http://stata-press.com/journals/stbcontents/stb57.pdf
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Publisher Info
Article provided by StataCorp LP in its journal Stata Technical Bulletin.

Volume (Year): 10 (2001)
Issue (Month): 57 ()
Pages:
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:tsj:stbull:y:2001:v:10:i:57:sts16

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Web page: http://stata-press.com/journals/stbj.html

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

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  1. Christopher F. Baum & Mustafa Caglayan, 2006. "Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports," Boston College Working Papers in Economics 641, Boston College Department of Economics, revised 06 Feb 2008. [Downloadable!]
    Other versions:
  2. Basma Bekdache & Christopher F. Baum, 2000. "A re-evaluation of empirical tests of the Fisher hypothesis," Boston College Working Papers in Economics 472, Boston College Department of Economics. [Downloadable!]
    Other versions:
  3. Christopher F. Baum, 2004. "Topics in time series regression modeling," United Kingdom Stata Users' Group Meetings 2004 7, Stata Users Group, revised 26 Jul 2004. [Downloadable!]
Statistics
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This page was last updated on 2008-5-12.


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