Bayesian analysis of long memory and persistence using ARFIMA models

G. Koop, E. Ley, J. Osiewalski, M.F.J. Steel

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)149-169
Number of pages21
JournalJournal of Econometrics
Volume76
Issue number1-2
Publication statusPublished - 1997

Cite this

Koop, G., Ley, E., Osiewalski, J., & Steel, M. F. J. (1997). Bayesian analysis of long memory and persistence using ARFIMA models. Journal of Econometrics, 76(1-2), 149-169.
Koop, G. ; Ley, E. ; Osiewalski, J. ; Steel, M.F.J. / Bayesian analysis of long memory and persistence using ARFIMA models. In: Journal of Econometrics. 1997 ; Vol. 76, No. 1-2. pp. 149-169.
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Koop, G, Ley, E, Osiewalski, J & Steel, MFJ 1997, 'Bayesian analysis of long memory and persistence using ARFIMA models', Journal of Econometrics, vol. 76, no. 1-2, pp. 149-169.

Bayesian analysis of long memory and persistence using ARFIMA models. / Koop, G.; Ley, E.; Osiewalski, J.; Steel, M.F.J.

In: Journal of Econometrics, Vol. 76, No. 1-2, 1997, p. 149-169.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Bayesian analysis of long memory and persistence using ARFIMA models

AU - Koop, G.

AU - Ley, E.

AU - Osiewalski, J.

AU - Steel, M.F.J.

N1 - Pagination: 21

PY - 1997

Y1 - 1997

M3 - Article

VL - 76

SP - 149

EP - 169

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 1-2

ER -

Koop G, Ley E, Osiewalski J, Steel MFJ. Bayesian analysis of long memory and persistence using ARFIMA models. Journal of Econometrics. 1997;76(1-2):149-169.