Long Memory, Fractional Integration, and Cross-Sectional Aggregation

Niels Haldrup; J. Eduardo Vera Valdés

doi:10.1016/j.jeconom.2017.03.001

Long Memory, Fractional Integration, and Cross-Sectional Aggregation

Niels Haldrup^*, J. Eduardo Vera Valdés

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Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

18 Citationer (Scopus)

130 Downloads (Pure)

Originalsprog	Engelsk
Tidsskrift	Journal of Econometrics
Vol/bind	199
Udgave nummer	1
Sider (fra-til)	1-11
Antal sider	11
ISSN	0883-7252
DOI	https://doi.org/10.1016/j.jeconom.2017.03.001
Status	Udgivet - 1 jul. 2017
Udgivet eksternt	Ja

Adgang til dokumentet

10.1016/j.jeconom.2017.03.001

LitAggregationAccepteret manuskript, 1,09 MBLicens: CC BY-NC-ND 4.0

http://pure.au.dk/portal/files/95299553/rp15_59.pdf

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Citationsformater

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title = "Long Memory, Fractional Integration, and Cross-Sectional Aggregation",

keywords = "Aggregation, Fractional integration, Long memory",

author = "Niels Haldrup and {Vera Vald{\'e}s}, {J. Eduardo}",

year = "2017",

month = jul,

day = "1",

doi = "10.1016/j.jeconom.2017.03.001",

language = "English",

volume = "199",

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journal = "Journal of Econometrics",

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TY - JOUR

T1 - Long Memory, Fractional Integration, and Cross-Sectional Aggregation

AU - Haldrup, Niels

AU - Vera Valdés, J. Eduardo

PY - 2017/7/1

Y1 - 2017/7/1

KW - Aggregation

KW - Fractional integration

KW - Long memory

U2 - 10.1016/j.jeconom.2017.03.001

DO - 10.1016/j.jeconom.2017.03.001

M3 - Journal article

AN - SCOPUS:85017423762

SN - 0883-7252

VL - 199

SP - 1

EP - 11

JO - Journal of Econometrics

JF - Journal of Econometrics

IS - 1

ER -