Bayesian analysis of long memory and persistence using ARFIMA models
type: Item
instance of: scholarly article
title: Bayesian analysis of long memory and persistence using ARFIMA models
zbMATH Open document ID: 0873.62091
DOI: 10.1016/0304-4076(95)01787-9
author: Gary Koop
author: Eduardo Ley
author: Jacek Osiewalski
author: M. F. J. Steel
published in: Journal of Econometrics
publication date: 1997-11-04T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1042444
zbMATH Keywords: autoregressive fractionally integrated moving average models
zbMATH Keywords: time series
zbMATH Keywords: trend stationarity
zbMATH Keywords: unit root
zbMATH Keywords: impulse responses
zbMATH Keywords: ARFIMA models
zbMATH Keywords: ARIMA alternatives
zbMATH Keywords: model uncertainty
zbMATH Keywords: real U.S. GNP
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: 0304-4076(95)01787-9
OpenAlex ID: W2568478090
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description: scientific article; zbMATH DE number 1042444