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Presentations at an Academic or Professional conference (2016), 2016 Asian Meeting of the Econometric Society (AMES2016)

Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence

CHEVILLON Guillaume , HECQ A., LAURENT Sebastien

CHEVILLON, G., HECQ, A. and LAURENT, S. (2016). Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence. In: 2016 Asian Meeting of the Econometric Society (AMES2016).