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~isPartOf:"Finance research letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~person:"Grose, Simone D."
~subject:"sieve bootstrap"
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
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Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
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