Long memory processes and fractional integration in econometrics
| Year of publication: |
1996
|
|---|---|
| Authors: | Baillie, Richard T. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 73.1996, 1, p. 5-59
|
| Publisher: |
Elsevier |