ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR
| Year of publication: |
2014
|
|---|---|
| Authors: | Hansen, Peter R. ; Lunde, Asger |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 30.2014, 01, p. 60-93
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |