Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory
| Year of publication: |
2002
|
|---|---|
| Authors: | Hidalgo, Javier ; Robinson, Peter M. |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 70.2002, 4, p. 1545-1582
|