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~isPartOf:"Cowles Foundation discussion paper"
~person:"Andrews, Donald W. K."
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
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Cowles Foundation discussion paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.
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Guggenberger, Patrik
-
2000
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Rev.: May 2000
Persistent link: https://www.econbiz.de/10001512674
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A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2000
Persistent link: https://www.econbiz.de/10001492115
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