Testing long-run properties of stationary time series

Gregory, Allan W., Sampson, Michael J. . Journal of Business & Economic Statistics 1991. 9 :287-295

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Bibtex

@article{CIS-100089,
  Author = {Gregory, Allan W. and Sampson, Michael J.},
  Title = {Testing long-run properties of stationary time series},
  Journal = {Journal of Business & Economic Statistics},
  Volume = {9},
  Year = {1991},
  Pages = {287--295},
  Keywords = {Stationarity}
}

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