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~isPartOf:"Brazilian journal of political economy"
~isPartOf:"Journal of econometrics"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Article in journal"
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Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
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pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
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Estimation of mis-specified long memory models
Chen, Willa W.
;
Deo, Rohit S.
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 257-281
Persistent link: https://www.econbiz.de/10003368427
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