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Sample covariances of random-coefficient AR(1) panel model
v1v2 (latest)

Sample covariances of random-coefficient AR(1) panel model

26 October 2018
R. Leipus
A. Philippe
Vytautė Pilipauskaitė
D. Surgailis
ArXiv (abs)PDFHTML

Papers citing "Sample covariances of random-coefficient AR(1) panel model"

1 / 1 papers shown
Title
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
Vytautė Pilipauskaitė
D. Surgailis
57
21
0
19 Oct 2013
1