Local Whittle estimation of fractional integration and some of its variants
Year of publication: |
2006
|
---|---|
Authors: | Shimotsu, Katsumi ; Phillips, Peter C. B. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 130.2006, 2, p. 209-233
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
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