Impulse Responses Of Fractionally Integrated Processes With Long Memory
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- Uwe Hassler & Barbara Meller, 2014.
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- repec:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1276-8 is not listed on IDEAS
- Guglielmo Caporale & Luis Gil-Alana, 2013.
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- Javier Contreras-Reyes & Wilfredo Palma, 2013. "Statistical analysis of autoregressive fractionally integrated moving average models in R," Computational Statistics, Springer, vol. 28(5), pages 2309-2331, October.
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