Estimation of fractional integration under temporal aggregation
Year of publication: |
2011-04-19
|
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Authors: | Hassler, Uwe |
Institutions: | HAL |
Subject: | C14 (Semiparametric and Nonparametric Methods) | C22 (Time-Series Models) | C82 (Methodology for Collecting | Estimating | and Organizing Macroeconomic Data) | Long memory | Difference-stationarity | Cumulating time series | Skip sampling | Closedness of assumptions |
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