authors
- ERGEMEN, YUNUS EMRE
- RODRIGUEZ CABALLERO, CARLOS VLADIMIR
Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence
Working Papers
Overview
publication date
- 2017
series title
- UC3M Working Papers. Statistics and Econometrics
full text
series number
- 17-08
Classification
keywords
- multi-level factor; long-range dependence; short memory; fractional cointegration; nord pool power market