Two estimators of the long-run variance: Beyond short memory
Year of publication: |
2009
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Authors: | Abadir, Karim M. ; Distaso, Walter ; Giraitis, Liudas |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 150.2009, 1, p. 56-70
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