Bayesian Analysis and Persistence Using ARFIMA Models.
| Year of publication: |
1995
|
|---|---|
| Authors: | Koop, G. ; Ley, E. ; Osiewalsky, J. ; Steel, M.F.J. |
| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Subject: | ECONOMETRICS |
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