Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
Ching-Fan Chung and Richard T. Baillie
| Year of publication: |
1993
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| Authors: | Chung, Ching-fan |
| Other Persons: | Baillie, Richard (contributor) |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 18.1993, 4, p. 791-806
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| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Series: | |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001331519