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Long memory via networking. (2018). Schennach, Susanne.
In: CeMMAP working papers.
RePEc:ifs:cemmap:49/18.

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Cited: 11

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Cites: 51

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  1. We modeled long memory with just one lag!. (2023). Laurent, Sebastien ; Chevillon, Guillaume ; Bauwens, Luc.
    In: Post-Print.
    RePEc:hal:journl:hal-04185755.

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  2. We modeled long memory with just one lag!. (2023). Chevillon, Guillaume ; Bauwens, Luc ; Laurent, Sebastien.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001616.

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  3. Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna.
    In: Papers.
    RePEc:arx:papers:2308.08958.

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  4. Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis.
    In: Papers.
    RePEc:arx:papers:2308.06617.

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  5. Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis.
    In: Papers.
    RePEc:arx:papers:2308.01418.

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  6. Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2334.

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  7. Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process. (2021). Proietti, Tommaso ; Maddanu, Federico.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:518.

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  8. Pitfalls in long memory research. (2020). , Chandrashekhar ; Madhavan, Vinodh ; Saha, Kunal ; McMillan, David ; Shekhar, Chandra.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1733280.

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  9. Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico.
    In: Discussion Papers.
    RePEc:not:notgts:19/01.

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  10. Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico.
    In: CREATES Research Papers.
    RePEc:aah:create:2019-02.

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References

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