Two estimators of the long-run variance: Beyond short memory (2009)

First Author: Abadir K
Attributed to:  Extraction of trend, cycle, and memory from economic and financial series funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2009.02.010

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2009.02.010

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 1