Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
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- Joseph G. Haubrich & Andrew W. Lo, 1989.
"The Sources and Nature of Long-term Memory in the Business Cycle,"
NBER Working Papers
2951, National Bureau of Economic Research, Inc.
- Joseph G. Haubrich & Andrew W. Lo, 1991. "The sources and nature of long-term memory in the business cycle," Working Paper 9116, Federal Reserve Bank of Cleveland.
- Joseph G. Haubrich & Andrew W. Lo, . "The Sources and Nature of Long-Term Memory in the Business Cycle," Rodney L. White Center for Financial Research Working Papers 05-89, Wharton School Rodney L. White Center for Financial Research.
- Joseph G. Haubrich & Andrew W. Lo, . "The Sources and Nature of Long-Term Memory in the Business Cycle," Rodney L. White Center for Financial Research Working Papers 5-89, Wharton School Rodney L. White Center for Financial Research.
- Andrew W. Lo, 1989.
"Long-term Memory in Stock Market Prices,"
NBER Working Papers
2984, National Bureau of Economic Research, Inc.
- Diebold, Francis X. & Rudebusch, Glenn D., 1989.
"Long memory and persistence in aggregate output,"
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Elsevier, vol. 24(2), pages 189-209, September.
- Diebold, Francis X & Rudebusch, Glenn D, 1991.
"Is Consumption Too Smooth? Long Memory and the Deaton Paradox,"
The Review of Economics and Statistics,
MIT Press, vol. 73(1), pages 1-9, February.
- Francis X. Diebold & Glenn D. Rudebusch, 1989. "Is consumption too smooth? Long memory and the Deaton paradox," Finance and Economics Discussion Series 57, Board of Governors of the Federal Reserve System (U.S.).
- Cheung, Yin-Wong, 1993. "Long Memory in Foreign-Exchange Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 93-101, January.
- Sowell, F., 1989. "The Deterministic Trend In Real Gnp," GSIA Working Papers 88-89-60, Carnegie Mellon University, Tepper School of Business.
- Carlin, J. B. & Dempster, A. P. & Jonas, A. B., 1985. "On models and methods for Bayesian time series analysis," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 67-90.
- Noakes, Donald J. & Hipel, Keith W. & McLeod, A. Ian & Jimenez, Carlos & Yakowitz, Sidney, 1988. "Forecasting annual geophysical time series," International Journal of Forecasting, Elsevier, vol. 4(1), pages 103-115.
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