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Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis
47/47 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 47 checked references that resolve
resolves10.1016/0304-4076(95)01732-1
Long memory processes and fractional integration in econometrics
resolves10.1002/(sici)1099-1255(199601)11:1<23::aid-jae374>3.0.co;2-m
Analysing inflation by the fractionally integrated ARFIMA-GARCH model
resolves10.1016/s0304-4076(95)01749-6
Fractionally integrated generalized autoregressive conditional heteroskedasticity
resolves10.1093/0198288107.001.0001
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
resolves10.1016/j.csda.2008.04.023
Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks
resolves10.1016/0165-1765(91)90163-f
On the power of Dickey-Fuller tests against fractional alternatives
resolves10.2202/1558-3708.1218
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation
resolves10.1111/j.1467-9892.1983.tb00371.x
THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
resolves10.1016/S0304-4076(97)00038-9
Testing of unit root and other nonstationary hypotheses in macroeconomic time series
resolves10.1016/s0304-4076(02)00197-5
Rescaled variance and related tests for long memory in volatility and levels
resolves10.1111/j.1467-9892.1980.tb00297.x
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
resolves10.1029/wr020i012p01898
Modeling persistence in hydrological time series using fractional differencing
resolves10.1016/0304-4076(95)01741-0
On the power of the KPSS test of stationarity against fractionally-integrated alternatives
resolves10.1214/aos/1017938932
Broadband log-periodogram regression of time series with long-range dependence
resolves10.1080/1331677x.2013.11517604
A Fractionally Integrated Model for the Croatian Aggregate Output (GDP) Series
resolves10.1016/0304-4076(92)90084-5
Maximum likelihood estimation of stationary univariate fractionally integrated time series models
The 13 references without a DOI — listed, not checked
no DOI — not checkedref11
no DOI — not checkedLong Memory and Structural Breaks in the Spanish Stock Market Index
no DOI — not checkedA Periodic Long-Memory Model for Quarterly UK Inflation
no DOI — not checkedPresidential Address to the American Economic Association
no DOI — not checkedA Fractionally Integrated Model for the Spanish Real GDP
no DOI — not checkedThe Sources and Nature of Long-Term Memory in Aggregate Output
no DOI — not checkedThe UK Recession in Context-What Do Three Centuries of Data Tell Us?
no DOI — not checkedref37
no DOI — not checkedLong-Term Memory in Stock Market Prices
no DOI — not checkedExpectations and the Neutrality of Money
no DOI — not checkedPotential GNP: Its Measurement and Significance
no DOI — not checkedref56
no DOI — not checkedref60
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