Fractional Integration with Drift: Estimation in Small Samples
| Year of publication: |
1997
|
|---|---|
| Authors: | Smith Jr, Anthony A. ; Sowell, Fallaw ; Zin, Stanley E. |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 5193941. - Vol. 22.1997, 1, p. 103-116
|