Browsing The Economic and Social Review, Vol. 38, No. 1, Spring, 2007 by Subject "Demand"
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Demand for money: a study in testing time series for long memory and nonlinearity
(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 ...