Expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter

Econometric Theory

Volumn 20, Issue 3, 2004, Pages 464-484

  Lieberman, Offer ^a   Phillips, Peter C B ^b,c,d  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b YALE UNIVERSITY   (United States)

^c UNIVERSITY OF AUCKLAND   (New Zealand)

^d UNIVERSITY OF YORK   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2542592512     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466604203024     Document Type: Article

References (17)

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