TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME...

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Econometric Theory 2019 / 7

TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS

Hualde, Javier, Nielsen, Morten Ørregaard
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Language:
english
Journal:
Econometric Theory
DOI:
10.1017/S0266466619000161
Date:
July, 2019
File:
PDF, 243 KB
english, 2019
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