A Generalized Method of Moments Estimator for Long-Memory Processes.
| Year of publication: |
1992
|
|---|---|
| Authors: | Tieslau, M.A. ; Schmidt, P. ; Baillie, R.T. |
| Institutions: | Economics Department, Michigan State University |
| Subject: | econometrics | time series |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 19 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005671948