Department of Economics and Business Economics

Long memory, fractional integration, and cross sectional aggregation

Research output: Research - peer-reviewJournal article

DOI

Original languageEnglish
JournalJournal of Econometrics
Volume199
Issue number1
Pages (from-to)1-11
Number of pages11
ISSN0304-4076
DOIs
StatePublished - 2017

    Research areas

  • Aggregation, Fractional integration, Long memory

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ID: 110409776