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Filtres: Auteur est Guillaume Chevillon  [Clear All Filters]
2023
We modeled long memory with just one lag!Journal articleLuc Bauwens, Guillaume Chevillon et Sébastien Laurent, Journal of Econometrics, Volume 236, Issue 1, pp. 105467, 2023
2018
Generating univariate fractional integration within a large VAR(1)Journal articleGuillaume Chevillon, Alain Hecq et Sébastien Laurent, Journal of Econometrics, Volume 204, Issue 1, pp. 54-65, 2018