Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994
Year of publication: |
2006
|
---|---|
Authors: | Caporale, Guglielmo ; Gil-Alana, Luis |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 31.2006, 1, p. 83-93
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Gegenbauer processes | Fractional cycles | Long memory |
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