Inference of Bivariate Long-memory Aggregate Time Series

Author(s)
Henghsiu Tsai, Heiko Rachinger, Kung-Sik Chan
Organisation(s)
Department of Economics
External organisation(s)
University of Iowa, Academia Sinica - Taiwan
Journal
Statistica Sinica
Volume
28
Pages
399-421
ISSN
1017-0405
DOI
https://doi.org/10.5705/ss.202016.0112
Publication date
2016
Peer reviewed
Yes
Austrian Fields of Science 2012
Econometrics
Keywords
Portal url
https://ucris.univie.ac.at/portal/en/publications/inference-of-bivariate-longmemory-aggregate-time-series(a4c39430-7efe-4257-ba47-d93f47c912f6).html