Semiparametric estimation from time series with long-range dependence
Cheng, B; and Robinson, Peter
(1994)
Semiparametric estimation from time series with long-range dependence.
Journal of Econometrics, 64 (01-Feb).
pp. 335-354.
ISSN 0304-4076
| Item Type | Article |
|---|---|
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1452 |