Econometrics and Statistics
Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the <math xmlns:mml=”http://www.w3.org/1998/Math/MathML” altimg=”si103.svg” class=”math”><mrow><mi>M</mi><mi>L</mi><mi>E</mi></mrow></math>s
Publication date: Available online 30 June 2022Source: Econometrics and StatisticsAuthor(s): Richard T. Baillie, Dooyeon Cho, Seunghwa Rho