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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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Series:
Papers.
Type of publication: Book / Working Paper
Notes:
24 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005669228
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