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~isPartOf:"Econometric theory"
~isPartOf:"Journal of the Royal Statistical Society / A"
~isPartOf:"Statistik des Auslandes"
~person:"Shimotsu, Katsumi"
~subject:"Cointegration"
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Econometric theory
Journal of the Royal Statistical Society / A
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Exact local whittle estimation of fractional integration with unknown mean and time trend
Shimotsu, Katsumi
- In:
Econometric theory
26
(
2010
)
2
,
pp. 501-540
Persistent link: https://www.econbiz.de/10003968609
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