A bias-reduced log-periodogram regression estimator for the long-memory parameter
| Year of publication: |
2000 ; Rev.: May 2000
|
|---|---|
| Authors: | Andrews, Donald W. K. ; Guggenberger, Patrik |
| Publisher: |
New Haven, Conn. : Cowles Foundation for Research in Economics at Yale Univ |
| Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Systematischer Fehler | Bias |
| Extent: | Online Ressource,418 KB, text |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 2195818-X. - Vol. 1263 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001512674