1996•Economics LettersRequires access

Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series

Marcus J. Chambers

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Key concepts: Autoregressive model, Series (stratigraphy), Order of integration (calculus), Logarithm, Econometrics, Mathematics, Long memory, Time series

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Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series — Research Paper | ScholarLens