Pages that link to "Item:Q5121009"
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The following pages link to Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009):
Displaying 6 items.
- Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
- Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data (Q2374403) (← links)
- (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)
- Hereditarity of potential matrices and positive affine prediction of nonnegative risks from mixture models (Q5042784) (← links)