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~person:"Banerjee, Sudeshna Ghosh"
~person:"Henry, Marc"
~person:"Hidalgo, Javier"
~type_genre:"Aufsatz in Zeitschrift"
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Banerjee, Sudeshna Ghosh
Henry, Marc
Hidalgo, Javier
Robinson, Peter M.
70
Robinson, Peter
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Higher-order kernel semiparametric M-estimation of long memory
Robinson, Peter M.
;
Henry, Marc
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001738912
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Adapting to unknown disturbance autocorrelation in regression with long memory
Hidalgo, Javier
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
4
,
pp. 1545-1581
Persistent link: https://www.econbiz.de/10001688094
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