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Long memory in time series of economic growth and convergence
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Long memory in time series of economic growth and convergence (1999)Long memory in time series of economic gr…Long Memory Relationships and the Aggregation of Dynamic Models (2008)Long Memory Relationships and…Productivity Growth, Convergence, and Welfare: What the Long-Run Data Show (2003)Productivity Growth, Converge…Statistics for Long-Memory Processes. (1996)Statistics for Long-Memory Pr…Monitoring the world economy, 1820-1992 (1996)Monitoring the world economy,…Long memory processes and fractional integration in econometrics (1996)Long memory processes and fra…13 Financial applications of stable distributions (1996)13 Financial applications of …Modeling long-run behavior with the fractional ARIMA model (1992)Modeling long-run behavior wi…Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)Maximum likelihood estimation…A Model of Growth Through Creative Destruction (1990)A Model of Growth Through Cre…Long-term Memory in Stock Market Prices (1989)Long-term Memory in Stock Mar…Long memory and persistence in aggregate output (1989)Long memory and persistence i…Innovation, Diversity and Diffusion: A Self-Organisation Model (1988)Innovation, Diversity and Dif…Schumpeterian dynamics (1984)Schumpeterian dynamicsTHE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)THE ESTIMATION AND APPLICATIO…An Evolutionary Theory of Economic Change. (1983)An Evolutionary Theory of Eco…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Reopening the convergence debate: A new look at cross-country growth empirics (1996)The New Growth Evidence (1999)Manifesto Of The Communist Party (2011)Fractional Brownian Motions, Fractional Noises and Applications (1968)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Fractional Differencing (1981)The distribution of realized stock return volatility (2001)Modeling and Forecasting Realized Volatility (2003)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Time Series Analysis: Forecasting and Control (1977)The detection and estimation of long memory in stochastic volatility (1998)Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development (2004)Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements (2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory and regime switching (2001)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)The Economic Implications of Learning by Doing (1971)Increasing Returns and Long-Run Growth (1986)On the mechanics of economic development (1988)Finance, entrepreneurship and growth (1993)The Race between Man and Machine: Implications of Technology for Growth, Factor Shares, and Employment (2018)Geography and Economic Development (1998)Reversal of Fortune: Geography and Institutions in the Making of the Modern World Income Distribution (2001)The World Economy (2001)Absorptive Capacity: A New Perspective on Learning and Innovation (1990)Dynamic capabilities and strategic management (1997)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Wavelet analysis of long-range-dependent traffic (1998)Statistical properties of the volatility of price fluctuations (1999)The Distribution of Realized Exchange Rate Volatility (2001)Modeling and pricing long memory in stock market volatility (1996)The econometrics of financial markets (1996)
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References

  • 1983An Evolutionary Theory of Economic Change.21,368 cited
  • 1990A Model of Growth Through Creative Destruction5,637 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
  • 2003Productivity Growth, Convergence, and Welfare: What the Long-Run Data Show2,787 cited
  • 1996Statistics for Long-Memory Processes.2,686 cited
  • 1996Monitoring the world economy, 1820-19922,413 cited
  • 1996Long memory processes and fractional integration in econometrics1,879 cited
  • 1989Long-term Memory in Stock Market Prices1,433 cited
  • 1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models1,050 cited
  • 1989Long memory and persistence in aggregate output546 cited
  • 1988Innovation, Diversity and Diffusion: A Self-Organisation Model483 cited
  • 2008Long Memory Relationships and the Aggregation of Dynamic Models357 cited
  • 1992Modeling long-run behavior with the fractional ARIMA model352 cited
  • 199613 Financial applications of stable distributions273 cited
  • 1984

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Schumpeterian dynamics
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