Estimating Long Memory in Panel Random‐Coefficient AR(1) Data
| Year of publication: |
2020
|
|---|---|
| Authors: | Leipus, Remigijus ; Philippe, Anne ; Pilipauskaitė, Vytautė ; Surgailis, Donatas |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 41.2020, 4 (30.01.), p. 520-535
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12519 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012192371