Weak identification of long memory with implications for inference
Year of publication: |
[2022]
|
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Authors: | Li, Jia ; Phillips, Peter C. B. ; Shi, Shuping ; Yu, Jun |
Publisher: |
New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University |
Subject: | Realized volatility | Weak identification | Disjoint confidence sets | Tradingvolume | Long memory | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
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Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 2195818-X. - Vol. no. 2334 (June 2022) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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