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subject:"Forecasting model"
~isPartOf:"Journal of econometrics"
~person:"Baltagi, Badi H."
~person:"Chevillon, Guillaume"
~person:"Knüppel, Malte"
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Baltagi, Badi H.
Chevillon, Guillaume
Knüppel, Malte
Lee, Ji Hyung
5
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We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
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Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10011818347
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