Local Whittle estimation of fractional integration and some of its variants
| Year of publication: |
2006
|
|---|---|
| Authors: | Shimotsu, Katsumi ; Phillips, Peter C.B. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 130.2006, 2, p. 209-233
|
| Publisher: |
Elsevier |