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System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 13-26
Persistent link: https://www.econbiz.de/10012175866
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Parametric estimation of long memory in factor models
Ergemen, Yunus Emre - 2022
Persistent link: https://www.econbiz.de/10013367389
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Parametric estimation of long memory in factor models
Ergemen, Yunus Emre - In: Journal of econometrics 235 (2023) 2, pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre - 2016
Persistent link: https://www.econbiz.de/10011421766