Comparing the bias and misspecification in ARFIMA models
Jeremy Smith, Nick Taylor and Sanjay Yadav
| Year of publication: |
1995
|
|---|---|
| Authors: | Smith, Jeremy ; Taylor, Nicholas ; Yadav, Sanjay |
| Institutions: | University of Warwick / Department of Economics (contributor) |
| Publisher: |
Coventry : Dep. of Economics, Univ. of Warwick |
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 36 S. |
|---|---|
| Series: | Warwick economic research papers. - Coventry, ISSN 0083-7350, ZDB-ID 863068-9. - Vol. 442 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000925966