Bias-reduced log-periodogram and whittle estimation of the long-memory parameter without variance inflation

Econometric Theory

Volumn 22, Issue 5, 2006, Pages 863-912

  Guggenberger, Patrik ^a   Sun, Yixiao ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33749352042     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466606060403     Document Type: Article

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