A semiparametric two-step estimator in a multivariate long memory model
Year of publication: |
1999
|
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Authors: | Lobato, Ignacio N. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 90.1999, 1, p. 129-153
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Theorie | Theory |
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