Long memory, fractional integration, and cross-sectional aggregation
Year of publication: |
July 2017
|
---|---|
Authors: | Haldrup, Niels ; Valdés, J. Eduardo Vera |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 199.2017, 1, p. 1-11
|
Subject: | Long memory | Fractional integration | Aggregation | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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