Bootstrapping the log-periodogram regression

Economics Letters

Volumn 86, Issue 1, 2005, Pages 79-85

  Arteche, J ^a   Orbe, J ^a  

^a UNIVERSITY OF THE BASQUE COUNTRY UPV EHU   (Spain)

Author keywords

Bootstrap; Log periodogram regression; Long memory

Indexed keywords

EID: 10944246774     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2004.06.011     Document Type: Article

References (24)

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