Efficiency improvements in inference on stationary and nonstationary fractional time series
P. M. Robinson
| Year of publication: |
2004
|
|---|---|
| Authors: | Robinson, Peter M. |
| Publisher: |
London : STICERD |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | 53 S |
|---|---|
| Series: | Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines. - London : LSE, ISSN 0969-4390, ZDB-ID 2185062-8. - Vol. EM/04/480 : Econometrics |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://sticerd.lse.ac.uk/dps/em/em480.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002458629