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conditional sum of squares
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Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
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2022
Persistent link: https://www.econbiz.de/10013367389
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Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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