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Estimation of mis-specified long memory models
Chen, Willa W.
;
Deo, Rohit S.
- In:
Journal of Econometrics
134
(
2006
)
1
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pp. 257-281
Persistent link: https://www.econbiz.de/10005239014
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Estimating fractional cointegration in the presence of polynomial trends
Chen, Willa W.
;
Hurvich, Clifford M.
- In:
Journal of Econometrics
117
(
2003
)
1
,
pp. 95-121
Persistent link: https://www.econbiz.de/10005192351
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