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Long memory processes and fractional integration in econometrics

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  • Baillie, Richard T.

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  • Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
  • Handle: RePEc:eee:econom:v:73:y:1996:i:1:p:5-59
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