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Cited by

• 2008True or Spurious Long Memory? A New Test185 cited
• 2010A Test Against Spurious Long Memory135 cited
• 2009Fractional Integration and Cointegration: An Overview and an Empirical Application124 cited
• 2000Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data124 cited
• 2007Dynamics of Persistence in International Inflation Rates117 cited
• 2004Structural change and long-range dependence in volatility of exchange rates: either, neither or both?115 cited
• 1996Long term dependence in stock returns98 cited
• 2005Statistical Modeling of the Temperatures in the Northern Hemisphere Using Fractional Integration Techniques85 cited
• 2000Long Memory and Regime Switching80 cited
• 2006Simple (but effective) tests of long memory versus structural breaks76 cited
• 2015Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials64 cited
• 2011A simple test of changes in mean in the possible presence of long-range dependence64 cited
• 2005Fractional integration in daily stock market indexes57 cited
• 2004How Persistent is Disaggregate Inflation? An Analysis Across EU 15 Countries and Hicp Sub-Indices