Memory parameter estimation in the presence of level shifts and deterministic trends
Year of publication: |
2013
|
---|---|
Authors: | McCloskey, Adam ; Perron, Pierre |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 6, p. 1196-1237
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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