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Regression model fitting with a long memory covariate process
Koul, Hira L.; Baillie, Richard; Surgailis, Donatas - In: Econometric theory 20 (2004) 3, pp. 485-512
Persistent link: https://www.econbiz.de/10002068220
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REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
Koul, Hira L.; Baillie, Richard T.; Surgailis, Donatas - In: Econometric theory 20 (2004) 3, pp. 485-512
Persistent link: https://www.econbiz.de/10006963727