Long Memory Models and Tests for Cointegration: A Synthesizing Study

Aaron Smallwood and Stefan Norrbin

No 32, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: long memory; cointegration; GARMA models (search for similar items in EconPapers)
JEL-codes: C15 C22 F31 (search for similar items in EconPapers)
Date: 2003-08-01
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Citations: View citations in EconPapers (1)

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