Estimating the fractionally integrated process in the presence of measurement errors
| Year of publication: |
1999
|
|---|---|
| Authors: | Chong, Terence Tai-leung ; Lui, Gilbert Chiu-sing |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 63.1999, 3, p. 285-294
|
| Publisher: |
Elsevier |