Original language | English |
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Pages (from-to) | 149-169 |
Number of pages | 21 |
Journal | Journal of Econometrics |
Volume | 76 |
Issue number | 1-2 |
Publication status | Published - 1997 |
Bayesian analysis of long memory and persistence using ARFIMA models
G. Koop, E. Ley, J. Osiewalski, M.F.J. Steel
Research output: Contribution to journal › Article › Scientific › peer-review
36
Citations
(Scopus)