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Modelling high frequency non-financial big time series with an application to jobless claims in Chile
Espasa Terrades, Antoni, (2023)
Nonfractional long-range dependence : long memory, antipersistence, and aggregation
Vera-Valdés, J. Eduardo, (2021)
Aggregation and unit roots in economic time series
Hornok, Attila, (2000)
Sample autocorrelations of nonstationary fractionally integrated series
Hassler, Uwe, (1997)
Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe, (2000)
Nonsense regressions due to neglected time-varying means
Hassler, Uwe, (2001)