| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5061255 | Economics Letters | 2010 | 4 Pages |
Abstract
This article identifies caveats of using the correlation coefficient between two fractionally integrated time series as a measure of association between them, and compares various procedures for removing the long-range dependence component in the output series of the G7.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Mehmet Dalkir,