Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1111/jtsa.12519 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/JTSA.12519 / rank | |||
Normal rank | |||
Latest revision as of 16:00, 30 December 2024
scientific article; zbMATH DE number 7248377
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Long Memory in Panel Random‐Coefficient AR(1) Data |
scientific article; zbMATH DE number 7248377 |
Statements
Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (English)
0 references
16 September 2020
0 references
random-coefficient autoregression
0 references
tail index estimator
0 references
measurement error
0 references
panel data
0 references
long memory process
0 references
0 references
0 references
0 references
0 references
0 references
0 references
