Higher-order kernel semiparametric M-estimation of long memory
Robinson, P. & Henry, M.
(2003).
Higher-order kernel semiparametric M-estimation of long memory.
Journal of Econometrics,
114(1), 1-27.
| Item Type | Article |
|---|---|
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1072 |
Explore Further
- https://www.scopus.com/pages/publications/0012653345 (Scopus publication)