Exact local Whittle estimation of fractional integration with unknown mean and time trend

Econometric Theory

Volumn 26, Issue 2, 2010, Pages 501-540

  Shimotsu, Katsumi ^a  

^a HITOTSUBASHI UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77951110327     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466609100075     Document Type: Article

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