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)
Working Paper: Bayesian analysis of long memory and persistence using ARFIMA models (1997)
Working Paper: Bayesian Analysis of Long Memory and Persistence using ARFIMA Models (1995)
Working Paper: Bayesian Analysis of Long Memory and Persistence using ARFIMA Models (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:76:y:1997:i:1-2:p:149-169

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