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Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
;
Kim, Chang Sik
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
Saved in:
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LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B.
;
Kim, Chang Sik
;
Bleistein, N.
; …
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10007869210
Saved in:
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