Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend
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Citations
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Cited by:
- Morten Ørregaard Nielsen & Per Houmann Frederiksen, 2005.
"Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration,"
Econometric Reviews,
Taylor & Francis Journals, vol. 24(4), pages 405-443.
- Morten Ørregaard Nielsen & Per Frederiksen, 2005. "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Working Papers 1189, Queen's University, Department of Economics.
- repec:exl:2manag:v:16:y:2015:i:1:p:7-37 is not listed on IDEAS
- repec:hal:journl:halshs-00673934 is not listed on IDEAS
- Krzysztof Brania & Henryk Gurgul, 2015.
"The impact of estimation methods and data frequency on the results of long memory assessment,"
Managerial Economics,
AGH University of Science and Technology, vol. 16(1), pages 7-37, January.
- Krzysztof Brania & Henryk Gurgul, 2015. "The impact of estimation methods and data frequency on the results of long memory assessment," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 16(1), pages 7-37.
- Dominique Guegan & Zhiping Lu & Beijia Zhu, 2012.
"Comparaison of Several Estimation Procedures for Long Term Behavior,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00673934, HAL.
- Dominique Guegan & Zhiping Lu & BeiJia Zhu, 2012. "Comparaison of several estimation procedures for long term behavior," Documents de travail du Centre d'Economie de la Sorbonne 12008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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