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American Journal of Applied Sciences

ISSN 1546-9239 (print)eISSN 1554-3641 (online) Open access
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Research Article · Open access · Published 30 April 2005

Nelson and Plosser Revisited: Evidence from Fractional ARIMA Models

Guglielmo Maria Caporale, Luis A. Gil-Alana
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  1. doi:10.1016/j.jeconom.2018.10.009Found 12 June 2020