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Fractionally integrated long horizon regressions
Jin Lee
Department of Economics
Research output
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Contribution to journal
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Article
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peer-review
2
Scopus citations
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Mathematics
Test Statistic
100%
Wiener Process
33%
Simulation Study
33%
Orthogonal Latin Square
33%
Fractional Process
33%
Asymptotic Distribution
33%
Regression Model
33%
Square Root
33%
Economics, Econometrics and Finance
Levy Process
100%