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Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C.B. - In: The econometrics journal 8 (2005) 3, pp. 367-379
Persistent link: https://www.econbiz.de/10007429837
Cover Image
Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C. B. - In: The econometrics journal 8 (2005) 3, pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
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LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim; Lieberman, Offer - In: The econometrics journal 24 (2021) 1, pp. 58-82
Persistent link: https://www.econbiz.de/10012504449