Bayesian analysis of long memory and persistence using ARFIMA models

A-Tier
Journal: Journal of Econometrics
Year: 1997
Volume: 76
Issue: 1-2
Pages: 149-169

Authors (4)

Koop, Gary (University of Strathclyde) Ley, Eduardo Osiewalski, Jacek (Uniwersytet Ekonomiczny w Krak...) Steel, Mark F. J. (University of Warwick)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:econom:v:76:y:1997:i:1-2:p:149-169
Journal Field
Econometrics
Author Count
4
Added to Database
2026-01-25