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The Analysis of Seasonal Long Memory: The Case of Spanish Inflation*
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References

  • 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
  • 1995Gaussian Semiparametric Estimation of Long Range Dependence1,476 cited
  • 1980Long memory relationships and the aggregation of dynamic models1,448 cited
  • 1995Log-Periodogram Regression of Time Series with Long Range Dependence1,224 cited
  • 1994Efficient Tests of Nonstationary Hypotheses863 cited
  • 1966The Typical Spectral Shape of an Economic Variable663 cited
  • 1994Semiparametric Analysis of Long-Memory Time Series468 cited
  • 2008Long Memory Relationships and the Aggregation of Dynamic Models357 cited
  • 1998Real and Spurious Long-Memory Properties of Stock-Market Data332 cited
  • 1998Real and Spurious Long-Memory Properties of Stock-Market Data327 cited
  • 1990An Application of the Seasonal Fractionally Differenced Model to the Monetary Aggregates226 cited
  • 2001The Typical Spectral Shape of an Economic Variable162 cited
  • 2000Semiparametric Inference in Seasonal and Cyclical Long Memory Processes140 cited
  • 1996Testing for structural change in a long-memory environment107 cited
  • 1993Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model

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101 cited
  • 2002Semiparametric robust tests on seasonal or cyclical long memory time series53 cited
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