Expansions for approximate maximum likelihood estimators of the fractional difference parameter
| Year of publication: |
2005
|
|---|---|
| Authors: | Lieberman, Offer ; Phillips, Peter C. B. |
| Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 8.2005, 3, p. 367-379
|
| Publisher: |
Royal Economic Society - RES |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005243401