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Estimating Long Memory in Panel Random‐Coefficient AR(1) Data
Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė - In: Journal of Time Series Analysis 41 (2020) 4, pp. 520-535
Persistent link: https://www.econbiz.de/10012192371
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CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES
Philippe, Anne; Puplinskaite, Donata; Surgailis, Donatas - In: Journal of Time Series Analysis 35 (2014) 1, pp. 16-39
Persistent link: https://www.econbiz.de/10010722427
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Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory
Koul, Hira L.; Surgailis, Donatas - In: Journal of Time Series Analysis 40 (2019) 4, pp. 493-518
Persistent link: https://www.econbiz.de/10012094975