A Generalized Method of Moments Estimator for Long-Memory Processes

M. Tieslau, P. Schmidt, R. Baillie

    Research output: Working paperDiscussion paperOther research output

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    Original languageEnglish
    PublisherCentER
    Volume1992-47
    Publication statusPublished - 1992

    Publication series

    NameCentER Discussion Paper
    Volume1992-47

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