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Original Articles

Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances

Pages 33-37 | Published online: 22 Oct 2010

References

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  • Bloomfield , P. 1973 . An exponential model in the spectrum of a scalar time series . Biometrika , 60 : 27 – 226 .
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  • Velasco , C. and Robinson , P. M. 1999 . Whittle pseudo-maximum likelihood estimation of nonstationary time series Preprint

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