An extended exponential SEMIFAR model with application in R
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More about this item
Keywords
long memory; data-driven smoothing; ESEMIFAR; estimation of derivatives;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2021-10-04 (Econometric Time Series)
- NEP-ORE-2021-10-04 (Operations Research)
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