Nonstationarity-extended Whittle estimation with discontinuity : a correction
Year of publication: |
2020
|
---|---|
Authors: | Cheung, Ying Lun |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 187.2020, p. 1-5
|
Subject: | Fractional integration | Discontinuity | Test distortion | Schätztheorie | Estimation theory |
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