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Long memory through marginalization of large systems and hidden cross-section dependence. (2015). Laurent, Sébastien ; Hecq, Alain ; Chevillon, Guillaume.
In: Research Memorandum.
RePEc:unm:umagsb:2015014.

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  1. Learning can generate long memory. (2017). Mavroeidis, Sophocles ; Chevillon, Guillaume.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:198:y:2017:i:1:p:1-9.

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  2. On the Univariate Representation of BEKK Models with Common Factors. (2016). Palm, Franz ; Laurent, Sébastien ; Hecq, Alain ; Franz, Palm ; Sebastien, Laurent .
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:91-113:n:4.

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References

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  2. Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence. (2015). Laurent, Sébastien ; Hecq, Alain ; Chevillon, Guillaume.
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  3. Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence. (2015). Laurent, Sébastien ; Hecq, Alain ; Chevillon, Guillaume.
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