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An asymptotic Wiener-Itô repre...
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Journal of Econometrics
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Statistics Working Papers Series, Vol. , pp. -, 2002
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Asymptotics for duration-driven long range dependent processes
Hsieh, Meng-Chen
;
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Journal of Econometrics
141
(
2007
)
2
,
pp. 913-949
Persistent link: https://www.econbiz.de/10005239091
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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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