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~isPartOf:"International economic review"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Grose, Simone D."
~subject:"Schätztheorie"
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Grose, Simone D.
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International economic review
Working paper / Department of Econometrics and Business Statistics, Monash University
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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
Saved in:
2
Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
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