Long memory, fractional integration, and cross-sectional aggregation
Niels Haldrup, J. Eduardo Vera Valdés
| Year of publication: |
July 2017
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|---|---|
| Authors: | Haldrup, Niels ; Valdés, J. Eduardo Vera |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 199.2017, 1, p. 1-11
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| Subject: | Long memory | Fractional integration | Aggregation | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Theorie | Theory | Großbritannien | United Kingdom | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818800