Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach
| Year of publication: |
2012
|
|---|---|
| Authors: | Maynard, Alex ; Smallwood, Aaron ; Wohar, Mark E. |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 32.2012, 3 (1.11.), p. 318-361
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