%0 Journal Article %1 Bhardwaj2006 %A Bhardwaj, Geetesh %A Swanson, Norman R. %D 2006 %J Journal of Econometrics %K Long horizon prediction %N 1-2 %P 539--578 %T An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series %U http://www.sciencedirect.com/science/article/B6VC0-4FJV1YJ-3/2/9f3ac3f84bbcd8c3f56adb63251737ea %V 131

@article{Bhardwaj2006, added-at = {2008-04-21T22:02:42.000+0200}, author = {Bhardwaj, Geetesh and Swanson, Norman R.}, biburl = {https://www.bibsonomy.org/bibtex/284df76cc8338315f4565150ade12e64c/smicha}, description = {Journal of Econometrics}, interhash = {304421247774eb39ec9c1ac1135d1d29}, intrahash = {84df76cc8338315f4565150ade12e64c}, journal = {Journal of Econometrics}, keywords = {Long horizon prediction}, month = {00}, number = {1-2}, pages = {539--578}, timestamp = {2008-04-21T22:03:52.000+0200}, title = {An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series}, url = {http://www.sciencedirect.com/science/article/B6VC0-4FJV1YJ-3/2/9f3ac3f84bbcd8c3f56adb63251737ea}, volume = 131, year = 2006 }