Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model (Q3532725): Difference between revisions
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Revision as of 05:52, 28 February 2024
scientific article
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| English | Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model |
scientific article |
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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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