Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009)
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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 |
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Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (English)
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16 September 2020
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random-coefficient autoregression
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tail index estimator
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measurement error
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panel data
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long memory process
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