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Communications dans une conférence (2015), 23rd Annual Symposium of the Society for Nonlinear Dynamics and Econometrics

Long Memory through Cross-Section Dependence and Marginalization

CHEVILLON Guillaume , HECQ A., LAURENT Sebastien

CHEVILLON, G., HECQ, A. and LAURENT, S. (2015). Long Memory through Cross-Section Dependence and Marginalization. In: 23rd Annual Symposium of the Society for Nonlinear Dynamics and Econometrics.