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~subject:"Regression analysis"
~person:"Guggenberger, Patrik"
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Nichtparametrisches Verfahren
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Guggenberger, Patrik
Stanley, Tom D.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2000
-
Rev.: May 2000
Persistent link: https://www.econbiz.de/10001512674
Saved in:
2
A bias reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 675-712
Persistent link: https://www.econbiz.de/10001750449
Saved in:
3
A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2000
Persistent link: https://www.econbiz.de/10001492115
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