Identification of Persistent Cycles in Non‐Gaussian Long‐Memory Time Series
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DOI: 10.1111/j.1467-9892.2008.00576.x
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References listed on IDEAS
- Gregoir, Stephane, 2006. "Efficient tests for the presence of a pair of complex conjugate unit roots in real time series," Journal of Econometrics, Elsevier, vol. 130(1), pages 45-100, January.
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Cited by:
- McElroy, Tucker S. & Politis, Dimitris N., 2014.
"Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 211-225.
- McElroy, Tucker & Politis, Dimitris, 2013. "Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics," University of California at San Diego, Economics Working Paper Series qt6164c110, Department of Economics, UC San Diego.
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