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Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
19 October 2013
Vytautė Pilipauskaitė
D. Surgailis
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Papers citing
"Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes"
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Title
Sample covariances of random-coefficient AR(1) panel model
R. Leipus
A. Philippe
Vytautė Pilipauskaitė
D. Surgailis
46
8
0
26 Oct 2018
1
