Long memory, fractional integration, and cross sectional aggregation - Research - Aarhus University

Aarhus University Seal

For students
For PhDs
For employees
Departments and faculties
AU Library

Long memory, fractional integration, and cross sectional aggregation

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

Documents

Haldrup_2017_Long_memory_fractional_integration_and_cross_sectional_aggregation
Accepted manuscript, 2.52 MB, PDF document

DOI

https://doi.org/10.1016/j.jeconom.2017.03.001
Final published version

Niels Haldrup
Eduardo Vera-Valdés

Original language	English
Journal	Journal of Econometrics
Volume	199
Issue	1
Pages (from-to)	1-11
Number of pages	11
ISSN	0304-4076
DOIs	https://doi.org/10.1016/j.jeconom.2017.03.001
Publication status	Published - 2017

Research areas

Aggregation, Fractional integration, Long memory

See relations at Aarhus University Citationformats

Download statistics

No data available

ID: 110409776