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Long memory processes and fractional integration in econometrics

  • Baillie, Richard T.

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File URL: http://www.sciencedirect.com/science/article/pii/0304-4076(95)01732-1
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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
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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