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Long Memory Models  

Peter Robinson

Long memory models are statistical models that describe strong correlation or dependence across time series data. This kind of phenomenon is often referred to as “long memory” or ... More

Predictive Regressions  

Jesús Gonzalo and Jean-Yves Pitarakis

This is an advance summary of a forthcoming article in the Oxford Research Encyclopedia of Economics and Finance. Please check back later for the full article. ... More

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