A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
| Year of publication: |
2003
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| Authors: | Andrews, Donald W.K. ; Guggenberger, Patrik |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 71.2003, 2, p. 675-712
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