We modeled long memory with just one lag!
Luc Bauwens, Guillaume Chevillon, Sébastien Laurent
| Year of publication: |
[2022]
|
|---|---|
| Authors: | Bauwens, Luc ; Chevillon, Guillaume ; Laurent, Sébastien |
| Publisher: |
Louvain-la-Neuve : CORE |
| Subject: | Bayesian estimation | Ridge regression | Vector autoregressive model | Forecasting | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Lag-Modell | Lag model | Autokorrelation | Autocorrelation |
freely available
| Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
|---|---|
| Series: | LIDAM discussion paper CORE. - Louvain-la-Neuve : CORE, ZDB-ID 3064156-1. - Vol. 2022, 16 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:2078.1/259893 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013179719