Estimating the fractionally integrated process in the presence of measurement errors
Terence Tai-Leung Chong, Gilbert Chiu-sing Lui
| Year of publication: |
1999
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|---|---|
| Authors: | Chong, Terence Tai-Leung ; Lui, Gilbert Chiu-sing |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 63.1999, 3, p. 285-294
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| Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Statistischer Fehler | Statistical error |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001398937