Estimation, Inference, and the Long Memory Properties of Aggregated AR(1) Processes with Coefficients Drawn from a Polynomial Density Function
| Year of publication: |
2000-11
|
|---|---|
| Authors: | Chong, Terence Tai-leung |
| Institutions: | Chinese University of Hong Kong, Department of Economics |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005086062