Generating univariate fractional integration within a large VAR(1) (Q1745615)
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scientific article; zbMATH DE number 6861167
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| English | Generating univariate fractional integration within a large VAR(1) |
scientific article; zbMATH DE number 6861167 |
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Generating univariate fractional integration within a large VAR(1) (English)
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18 April 2018
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long memory
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vector autoregressive model
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marginalization
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final equation representation
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0.7879737019538879
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0.7579024434089661
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0.7573269009590149
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0.7568656206130981
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0.7560706734657288
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