A semiparametric two-step estimator in a multivariate long memory model
- 1 May 1999
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 90 (1) , 129-153
- https://doi.org/10.1016/s0304-4076(98)00038-4
Abstract
No abstract availableKeywords
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