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The effect of aggregation on nonlinearity
Granger, C. W. J., (1999)
Generating schemes for long memory processes : regimes, aggregation and linearity
Davidson, James E. H., (2002)
Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
Lütkepohl, Helmut, (2010)
Econometric theory
Davidson, James E. H., (2000)
Tests of bias in log-periodogram regression
Davidson, James E. H., (2005)