Estimating Long Memory in Panel Random‐Coefficient AR(1) Data

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Publication:5121009

DOI10.1111/jtsa.12519zbMath1448.62062arXiv1710.09735OpenAlexW3003470746MaRDI QIDQ5121009

Anne Philippe, Remigijus Leipus, Donatas Surgailis, Vytautė Pilipauskaitė

Publication date: 16 September 2020

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.09735




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