Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels
Year of publication: |
1999
|
---|---|
Authors: | Robinson, Peter M. ; Henry, Mark S. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 15.1999, 3, p. 299-336
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
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