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~institution:"London School of Economics (LSE)"
~institution:"Suntory-Toyota International Centre for Economics and Related Disciplines"
~person:"Robinson, Peter M."
~subject:"Long memory"
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Robinson, Peter M.
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Multiple local whittle estimation in stationary systems
Robinson, Peter M.
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London School of Economics (LSE)
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2007
cointegration
, the consistency proof of these implicitly-defined estimates is nonstandard due to the β estimate converging faster …
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