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Long-Memory and Spurious Breaks in Ecological Experiments

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Document pages: 12 pages

Abstract: The impact of long-memory on theBefore-After-Control-Impact (BACI) design and a commonly used nonparametric alternative,Randomized Intervention Analysis (RIA), is examined. It is shown the corrections used based onshort-memory processes are not adequate. Long-memory series are also known toexhibit spurious structural breaks that can be mistakenly attributed to anintervention. Two examples from the literature are used as illustrations.

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