An overview of modified semiparametric memory estimation methods
Year of publication: |
2018
|
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Authors: | Busch, Marie ; Sibbertsen, Philipp |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 6.2018, 1, p. 1-21
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Publisher: |
Basel : MDPI |
Subject: | spurious long memory | semiparametric estimation | low frequency contamination | perturbation | Monte Carlo simulation |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/econometrics6010013 [DOI] 1019661917 [GVK] hdl:10419/195450 [Handle] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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An overview of modified semiparametric memory estimation methods
Busch, Marie, (2018)
-
An overview of modified semiparametric memory estimation methods
Busch, Marie, (2018)
-
An overview of modified semiparametric memory estimation methods
Busch, Marie, (2018)
- More ...
-
An overview of modified semiparametric memory estimation methods
Busch, Marie, (2018)
-
An overview of modified semiparametric memory estimation methods
Busch, Marie, (2018)
-
An overview of modified semiparametric memory estimation methods
Busch, Marie, (2018)
- More ...