Abstract
Abstract Dependence structure across time occupies a key role in the modelling of macroeconomic and financial data. Increasing interest has been shown in capturing the possibility of ‘long memory’ (also sometimes referred to as ‘long-range dependence’, or ‘strong dependence’ or ‘persistence’). By long-memory time series I mean not only stationary ones but, a fortiori, nonstationary ones in which dependence falls off even more slowly across time. This volume collects together some articles on long memory which I hope have particular relevance or potential to modelling and statistical inference in an econometric context.
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