Higher-order kernel semiparametric M-estimation of long memory

Robinson, Peter; and Henry, M (2003) Higher-order kernel semiparametric M-estimation of long memory Journal of Econometrics, 114 (1). pp. 1-27. ISSN 0304-4076
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Item Type Article
Departments LSE
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1072

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