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

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

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