Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model (Q3532725): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/02664760802125213 / rank
 
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Latest revision as of 18:16, 28 June 2024

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Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model
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    Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model (English)
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    28 October 2008
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    long memory
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    intervention
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    additive outlier
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    innovation outlier
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    Whittle approach
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    spectral density function
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    panel data model
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