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~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"SFB 373 Discussion Paper"
~person:"Christensen, Bent Jesper"
~person:"Gil-Alaña, Luis A."
~person:"Mavroeidis, Sophocles"
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Christensen, Bent Jesper
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Journal of econometrics
SFB 373 Discussion Paper
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Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
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2
Learning can generate long
memory
Chevillon, Guillaume
;
Mavroeidis, Sophocles
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011818365
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