A semiparametric two-step estimator in a multivariate long memory model
| Year of publication: |
1999
|
|---|---|
| Authors: | Lobato, Ignacio N. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 90.1999, 1, p. 129
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