Expansions for approximate maximum likelihood estimators of the fractional difference parameter
| Year of publication: |
2005
|
|---|---|
| Authors: | Lieberman, Offer ; Phillips, Peter C.B. |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 8.2005, 3, p. 367-379
|