Browsing Economic and Social Review by Author "O'Brien, Edward J."

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    • Demand for money: a study in testing time series for long memory and nonlinearity 

      Bond, Derek; Harrison, Michael J.; O'Brien, Edward J. (Economic & Social StudiesDublin, 2007)
      This paper draws attention to the limitations of the standard unit root/cointegration approach to economic and financial modelling, and to some of the alternatives based on the idea of fractional integration, long memory ...