@data{jae.2022321.0712116341, author = {Cipollini, Fabrizio and Engle, Robert F. and Gallo, Giampiero M.}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {semiparametric-vector-mem}, year = {2013}, version = {1}, url = {https://journaldata.zbw.eu/dataset/semiparametric-vector-mem}, doi = "10.15456/jae.2022321.0712116341" }