Bayesian analysis of long memory and persistence using ARFIMA models
| Authors: | KOOP, G. ; LEY, E. ; OSIEWALSKI, J. ; STEEL, M. F. J. |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Econometrics, 76, 149-169, 1997 Number -1246 |
| Other identifiers: | 10.1016/0304-4076(95)01787-9 [DOI] |
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Persistent link: https://www.econbiz.de/10010926745