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Fractionally integrated long horizon regressions
Jin Lee
Department of Economics
Research output
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Contribution to journal
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Article
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peer-review
2
Scopus citations
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Earth and Planetary Sciences
Model
100%
Parameter
100%
Regression
100%
Horizon
100%
Memory
75%
Value
25%
Rate
25%
Sample
25%
Investigation
25%
Prediction
25%
Square
25%
Size
25%
Simulation
25%
Functionals
25%
Mathematics
Parameters
100%
Test Statistic
75%
Converges
25%
Predictor
25%
Statistics
25%
Square Root
25%
Wiener Process
25%
Simulation Study
25%
Functionals
25%
Orthogonal Latin Square
25%
Fractional Process
25%
Economics, Econometrics and Finance
Estimation Theory
100%
Regression Model
100%
Sample Size
100%
Asymptotic Distribution
100%
Psychology
Regression
100%