jel: jel:F31, jel:C22
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- Adelman, I. (1965), “Long cycles: Fact or artifacts”, American Economic Review 55, 444-463.
- Baillie, R.T., (1996), “Long memory processes and fractional integration in econometrics”, Journal of Econometrics 73, 5-59.
- Boes, D.C., Davis, R.A. and S.N. Gupta (1989), “Parameter estimation in low order fractionally differenced ARMA processes”, Stochastic Hydrology and Hydraulics 3, 97-110.
- Caporale, G.M. and M. Cerrato (2006), “Panel data tests of PPP: a critical overview”, Applied Financial Economics, 16, 1-2, 73-91.
- Diebold, F.X. and G.D. Rudebusch (1989), “Long memory and persistence in aggregate output”, Journal of Monetary Economics 24, 189-209.
- Froot, K.A. and K. Rogoff (1995), “Perspectives on PPP and long-run real exchange rates”, in G. Grossman and K. Rogoff (eds.), The Handbook of International Economics, vol. 3, Elsevier Press, Amsterdam.
- Gil-Alana, L.A. and Robinson, P.M. (1997), “Testing of unit roots and other nonstationary hypotheses in macroeconomic time series”, Journal of Econometrics 80, 241-268.
- Granger, C.W.J (1966), “The Typical Spectral Shape of an Economic Variable”, Econometrica, 34, 150-161.
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