You must remember this: dealing with long memory in political analyses

作者: Matthew J Lebo , Robert W Walker , Harold D. Clarke

DOI: 10.1016/S0261-3794(99)00034-7

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摘要: … a t-ratio greater than 2, we can safely reject the hypothesis that d=0. We also can reject the null hypothesis that d=1. The series appears to be best characterized as having long memory, …

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