Estimation of mis-specified long memory models
| Year of publication: |
2006
|
|---|---|
| Authors: | Chen, Willa W. ; Deo, Rohit S. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 134.2006, 1, p. 257-281
|
| Publisher: |
Elsevier |