Bias correction of persistence measures in fractionally integrated models

Simone D. Grose, Gael M. Martin and Donald S. Poskitt

Year of publication:	2013
Authors:	Grose, Simone D. ; Martin, Gael M. ; Poskitt, Donald Stephen
Publisher:	Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ.
Subject:	Systematischer Fehler \| Bias \| Zeitreihenanalyse \| Time series analysis \| Messung \| Measurement \| Schätztheorie \| Estimation theory \| ARMA-Modell \| ARMA model \| Schätzung \| Estimation

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