Author:
Shimotsu Katsumi,Phillips Peter C.B.
Subject
Applied Mathematics,Economics and Econometrics
Reference23 articles.
1. Estimating deterministic trends in the presence of serially correlated errors;Canjels;Review of Economics and Statistics,1997
2. On generalized fractional processes;Gray;Journal of Time Series Analysis,1989
3. The long range dependence paradigm for macroeconomics and finance;Henry,2003
4. Fractional Differencing;Hosking;Biometrika,1981
5. Estimation of the memory parameter for nonstationary or noninvertible fractionally integrated processes;Hurvich;Journal of Time Series Analysis,1995
Cited by
102 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献