Estimating long memory: Scaling function vs Andrews and Guggenberger GPH
| Year of publication: |
2007
|
|---|---|
| Authors: | Fillol, Jerome |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 95.2007, 2, p. 309-314
|
| Publisher: |
Elsevier |