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Semiparametric inference in seasonal and cyclical long memory processes


  • Arteche, Josu
  • Robinson, Peter M.


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Suggested Citation

  • Arteche, Josu & Robinson, Peter M., 1998. "Semiparametric inference in seasonal and cyclical long memory processes," LSE Research Online Documents on Economics 2203, London School of Economics and Political Science, LSE Library.
  • Handle: RePEc:ehl:lserod:2203

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    More about this item


    Semiparametric inference; long memory; seasonality;

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models


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