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Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model - MaRDI portal

Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model (Q3532725)

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Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model
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    Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model (English)
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    28 October 2008
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    long memory
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    intervention
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    additive outlier
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    innovation outlier
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    Whittle approach
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    spectral density function
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    panel data model
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