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. - Elsevier, ISSN 0304-4076. - Vol. 130.2006, 2, p. 209-233
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Exact Local Whittle Estimation of Fractional Integration
Shimotsu, Katsumi, (2002)
-
Exact Local Whittle Estimation of Fractional Integration
Shimotsu, Katsumi, (2002)
-
Local Whittle Estimation in Nonstationary and Unit Root Cases
Shimotsu, Katsumi, (2000)
- More ...