Nonparametric function estimation for long memory time series
Robinson, P.
(1991).
Nonparametric function estimation for long memory time series.
In
Barnett, W. A., Powell, J. & Tauchen, G. E.
(Eds.),
Nonparametric and Semiparametric Methods in Econometrics and Statistics - Proceedings of the Fifth International Symposium In
(pp. 437-458).
Cambridge University Press.
| Item Type | Chapter |
|---|---|
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1865 |