Estimating long memory : scaling function vs Andrews and Guggenberger GPH
Jérôme Fillol
| Year of publication: |
2007
|
|---|---|
| Authors: | Fillol, Jérôme |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 95.2007, 2, p. 309-314
|
| Subject: | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003460509