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Estimating the differencing parameter via the partial autocorrelation function

. Journal of Econometrics, 97 (2): 365--381 (August 2000)

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Time series properties of aggregated AR(2) processes, and . Economics Letters, 73 (3): 325--332 (December 2001)Estimating the differencing parameter via the partial autocorrelation function. Journal of Econometrics, 97 (2): 365--381 (August 2000)Are Asian real exchange rates stationary?, , and . Economics Letters, 83 (3): 313--316 (June 2004)Asymptotic distribution of the sup-Wald statistic under specification errors. Structural Change and Economic Dynamics, 10 (3-4): 421--430 (December 1999)Partial parameter consistency in a misspecified structural change model. Economics Letters, 49 (4): 351--357 (October 1995)Estimating the fractionally integrated process in the presence of measurement errors, and . Economics Letters, 63 (3): 285--294 (June 1999)