Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels

Econometric Theory

Volumn 15, Issue 3, 1999, Pages 299-336

  Robinson, P M ^a   Henry, M ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033433492     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466699153027     Document Type: Article

References (23)

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