Testing for long memory

David Harris, Brendan McCabe, Stephen Leybourne

Research output: Contribution to journal › Article › Research › peer-review

Access to Document

@article{0070ad677ca649aba139c6bec42afa86,

title = "Testing for long memory",

author = "David Harris and Brendan McCabe and Stephen Leybourne",

year = "2008",

doi = "10.1017/S0266466608080080",

language = "English",

volume = "24",

pages = "143 -- 175",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "1",

}