Higher-order kernel semiparametric M-estimation of long memory
| Year of publication: |
2003
|
|---|---|
| Authors: | Robinson, Peter M. ; Henry, Marc |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 114.2003, 1, p. 1-27
|
| Publisher: |
Elsevier |