Regression model fitting with a long memory covariate process
Year of publication: |
2004
|
---|---|
Authors: | Koul, Hira L. ; Baillie, Richard ; Surgailis, Donatas |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 3, p. 485-512
|
Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory |
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