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A Bias–Reduced Log–Periodogram Regression Estimator for the Long–Memory Parameter

✍ Scribed by Donald W. K. Andrews; Patrik Guggenberger

Book ID: 108556209
Publisher: John Wiley and Sons
Year: 2003
Tongue: English
Weight: 380 KB
Volume: 71
Category: Article
ISSN: 0012-9682
DOI: 10.1111/1468-0262.00420

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