Lee, Jin Fractionally integrated long horizon regressions. (English) Zbl 1260.91184 Stud. Nonlinear Dyn. Econom. 11, No. 1, Article 6, 20 p. (2007). MSC: 91B82 PDF BibTeX XML Cite \textit{J. Lee}, Stud. Nonlinear Dyn. Econom. 11, No. 1, Article 6, 20 p. (2007; Zbl 1260.91184) Full Text: DOI
Lee, Jin Estimating memory parameter in the US inflation rate. (English) Zbl 1254.91673 Econ. Lett. 87, No. 2, 207-210 (2005). MSC: 91B84 62M10 91B82 62P20 PDF BibTeX XML Cite \textit{J. Lee}, Econ. Lett. 87, No. 2, 207--210 (2005; Zbl 1254.91673) Full Text: DOI