A Test Against Spurious Long Memory
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DOI: 10.1198/jbes.2010.09153
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- Qu, Zhongjun, 2011. "A Test Against Spurious Long Memory," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 423-438.
- Zhongjun Qu, 2010. "A Test Against Spurious Long Memory," Boston University - Department of Economics - Working Papers Series WP2010-051, Boston University - Department of Economics.
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