Long memory through marginalization of large systems and hidden cross-section dependence
Year of publication: |
2015
|
---|---|
Authors: | Chevillon, Guillaume ; Hecq, Alain W. J. ; Laurent, Sébastien |
Publisher: |
Cergy-Pontoise : ESSEC Business School |
Subject: | VAR-Modell | VAR model | Marginalanalyse | Marginal analysis | Quantitätstheorie | Quantity theory of money |
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