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Bayesian analysis of long memory and persistence using ARFIMA models

Gary Koop (), Eduardo Ley, Jacek Osiewalski and Mark Steel ()

Journal of Econometrics, 1997, vol. 76, issue 1-2, 149-169

Date: 1997
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Related works:
Working Paper: Bayesian Analysis of Long Memory and Persistence using ARFIMA Models (2004) Downloads
Working Paper: Bayesian analysis of long memory and persistence using ARFIMA models (1997) Downloads
Working Paper: Bayesian Analysis of Long Memory and Persistence using ARFIMA Models (1995) Downloads
Working Paper: Bayesian Analysis of Long Memory and Persistence using ARFIMA Models (1995) Downloads
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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