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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 130.2006, 2, p. 209-234
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