Narrow search
Showing 1 - 4 of 4
Cover Image
Estimation of mis-specified long memory models
Chen, Willa W.; Deo, Rohit S. - In: Journal of econometrics 134 (2006) 1, pp. 257-282
Persistent link: https://www.econbiz.de/10007285965
Cover Image
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/10001787604
Cover Image
Estimating fractional cointegration in the presence of polynomial trends
Chen, Willa W.; Hurvich, Clifford M. - In: Journal of econometrics 117 (2003) 1, pp. 95-122
Persistent link: https://www.econbiz.de/10006761306
Cover Image
Estimation of mis-specified long memory models
Chen, Willa W.; Deo, Rohit S. - In: Journal of econometrics 134 (2006) 1, pp. 257-281
Persistent link: https://www.econbiz.de/10003368427